Optimal insurance in a continuous-time model (Q2507608): Difference between revisions

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Latest revision as of 21:18, 24 June 2024

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Optimal insurance in a continuous-time model
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    Optimal insurance in a continuous-time model (English)
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    5 October 2006
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    optimal insurance
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    expected utility
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    stochastic control
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    Hamilton-Jacobi-Bellman equations
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    Markov chain approximation method
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