Optimal investment and premium control in a nonlinear diffusion model (Q1690570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and premium control in a nonlinear diffusion model |
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Optimal investment and premium control in a nonlinear diffusion model (English)
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19 January 2018
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CARA utility
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dependent control policies
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Hamilton-Jacobi-Bellman (HJB) equation
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investment
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premium control
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