Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2009.05.006 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.05.006 / rank
 
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Property / OpenAlex ID: W2005412608 / rank
 
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Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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