Derivatives trading for insurers (Q1757608)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives trading for insurers |
scientific article |
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Derivatives trading for insurers (English)
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15 January 2019
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derivatives trading
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HJB equations
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investment-reinsurance
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stochastic control
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stochastic volatility
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