Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation |
scientific article |
Statements
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
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10 February 2012
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proportional reinsurance
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optimal strategy
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