Optimal insurance in a continuous-time model (Q2507608): Difference between revisions
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Revision as of 03:58, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance in a continuous-time model |
scientific article |
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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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