Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control problems with delay for an insurer in defaultable market |
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Optimal investment and risk control problems with delay for an insurer in defaultable market (English)
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12 November 2021
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default risk
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investment strategy
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risk control
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Hamilton-Jacobi-Bellman equation
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bounded memory
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