A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153)
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scientific article
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| English | A BSDE-based approach for the optimal reinsurance problem under partial information |
scientific article |
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A BSDE-based approach for the optimal reinsurance problem under partial information (English)
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19 November 2020
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optimal reinsurance
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partial information
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stochastic control
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stochastic factor risk models
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backward stochastic differential equations
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0.8313841223716736
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0.8108534216880798
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0.8038418292999268
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0.7961620688438416
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0.7893078327178955
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