Benchmark and mean-variance problems for insurers (Q814890)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Benchmark and mean-variance problems for insurers |
scientific article |
Statements
Benchmark and mean-variance problems for insurers (English)
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8 February 2006
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stochastic LQ problem
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Lagrange theory
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HJB equation
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