Derivatives trading for insurers (Q1757608): Difference between revisions

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Revision as of 22:36, 19 March 2024

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Derivatives trading for insurers
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    Derivatives trading for insurers (English)
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    15 January 2019
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    derivatives trading
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    HJB equations
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    investment-reinsurance
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    stochastic control
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    stochastic volatility
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