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Property / author: Shu-Min Chen / rank
 
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Latest revision as of 15:36, 14 September 2024

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Dynamic risk-sharing game and reinsurance contract design
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    Dynamic risk-sharing game and reinsurance contract design (English)
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    23 May 2019
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    reinsurance
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    ruin probability
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    Nash equilibrium
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    stochastic control
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    HJB equation
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