Optimal investment and reinsurance with premium control (Q2244242)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance with premium control |
scientific article |
Statements
Optimal investment and reinsurance with premium control (English)
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12 November 2021
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exponential utility
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investment
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optimal strategy
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premium control
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reinsurance
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safety loading
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