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Latest revision as of 19:58, 24 July 2024

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Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process
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    Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (English)
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    17 March 2021
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    optimal reinsurance
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    jump-diffusion
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    Hamilton-Jacobi-Bellman equation
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    time-consistent control
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    precommitment
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