Optimal investment and risk control for an insurer with stochastic factor (Q1728224): Difference between revisions
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scientific article
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English | Optimal investment and risk control for an insurer with stochastic factor |
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Optimal investment and risk control for an insurer with stochastic factor (English)
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22 February 2019
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optimal investment
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risk control
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jump-diffusion
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HJB PDE
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