Stochastic Optimization in Insurance (Q5414686)
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scientific article; zbMATH DE number 6292828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimization in Insurance |
scientific article; zbMATH DE number 6292828 |
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Stochastic Optimization in Insurance (English)
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7 May 2014
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viscositiy solutions
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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optimal reinsurance
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optimal investment
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dividends
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