Optimal investment for an insurer: the martingale approach (Q995514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for an insurer: the martingale approach |
scientific article |
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Optimal investment for an insurer: the martingale approach (English)
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3 September 2007
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mean-variance efficient portfolio
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martingale approach
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forward-backward stochastic differential equation (FBSDE)
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insurer
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