Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and proportional reinsurance in the Sparre Andersen model |
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Optimal investment and proportional reinsurance in the Sparre Andersen model (English)
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5 August 2013
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maximal adjustment coefficient
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optimal strategy
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Sparre Andersen model
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proportional reinsurance
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