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Latest revision as of 16:05, 9 July 2024

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Optimal investment, consumption and proportional reinsurance under model uncertainty
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    Optimal investment, consumption and proportional reinsurance under model uncertainty (English)
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    3 February 2015
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    investment
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    consumption
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    reinsurance
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    model uncertainty
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    stochastic maximum principle
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    Malliavin calculus
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