Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110): Difference between revisions

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Revision as of 01:23, 20 March 2024

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Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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    Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
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    10 February 2012
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    proportional reinsurance
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    optimal strategy
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