Optimal non-proportional reinsurance control and stochastic differential games (Q2276206): Difference between revisions

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Latest revision as of 09:17, 4 July 2024

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Optimal non-proportional reinsurance control and stochastic differential games
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    Optimal non-proportional reinsurance control and stochastic differential games (English)
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    1 August 2011
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    non-proportional reinsurance
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    HJB equation
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    ruin probability
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    stochastic control
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    stochastic differential game
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