Optimal investment and reinsurance of an insurer with model uncertainty (Q659098)

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Optimal investment and reinsurance of an insurer with model uncertainty
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    Optimal investment and reinsurance of an insurer with model uncertainty (English)
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    10 February 2012
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    optimal investment
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    proportional reinsurance
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    model uncertainty
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    stochastic differential game
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    exponential utility
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    penalty of ruin
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    HJBI equations
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