Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668): Difference between revisions
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scientific article
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English | Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps |
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Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (English)
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20 June 2019
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proportional reinsurance and investment
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robust optimal control
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defaultable bond
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jump-diffusion
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exponential utility
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