Optimal premium policy of an insurance firm: full and partial information (Q661239)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal premium policy of an insurance firm: full and partial information |
scientific article |
Statements
Optimal premium policy of an insurance firm: full and partial information (English)
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10 February 2012
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backward separation technique
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forward
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backward stochastic differential equation
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optimal premium policy
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partial information
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stochastic control
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