Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668): Difference between revisions

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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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