Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment under common shock dependence between financial and actuarial markets |
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Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (English)
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15 July 2022
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optimal proportional reinsurance
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optimal investment
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common shock dependence
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environmental factors
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Hamilton-Jacobi-Bellman equation
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