Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938): Difference between revisions

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Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information
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    Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (English)
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    14 September 2022
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    mean-variance
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    optimal reinsurance and investment
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    partial information
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    stochastic filtering
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    viscosity solution
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