Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal excess-of-loss reinsurance and investment polices under the CEV model |
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Optimal excess-of-loss reinsurance and investment polices under the CEV model (English)
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27 February 2015
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enterprise risk management
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stochastic control
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excess-of-loss reinsurance
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CEV model
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exponential utility
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