Optimal investment for an insurer under liquid reserves (Q2031332): Difference between revisions
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Revision as of 05:38, 5 March 2024
scientific article
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English | Optimal investment for an insurer under liquid reserves |
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Statements
Optimal investment for an insurer under liquid reserves (English)
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9 June 2021
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risk model
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liquid reserve
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CARA utility
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quadratic utility
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