Optimal proportional reinsurance and investment under partial information (Q2513598)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment under partial information |
scientific article |
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Optimal proportional reinsurance and investment under partial information (English)
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28 January 2015
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reinsurance
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portfolio
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partial information
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Malliavin calculus
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