Optimal proportional reinsurance model with transaction costs (Q949364): Difference between revisions
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Revision as of 03:37, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance model with transaction costs |
scientific article |
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Optimal proportional reinsurance model with transaction costs (English)
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21 October 2008
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proportional reinsurance model
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reinsurance transaction costs
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mixed control strategy
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stopping time
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stochastic differential equation
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