Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility maximization for an insurer with time-inconsistent preferences |
scientific article |
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Exponential utility maximization for an insurer with time-inconsistent preferences (English)
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13 December 2016
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consumption-investment-reinsurance strategy
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time inconsistence
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equilibrium strategy
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backward stochastic differential equation
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integral equation
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