Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process |
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Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (English)
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17 March 2021
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optimal reinsurance
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jump-diffusion
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Hamilton-Jacobi-Bellman equation
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time-consistent control
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precommitment
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