On absolute ruin minimization under a diffusion approximation model (Q2276211)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On absolute ruin minimization under a diffusion approximation model |
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On absolute ruin minimization under a diffusion approximation model (English)
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1 August 2011
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absolute ruin probability
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HJB equation
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dynamic investment control
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diffusion approximation
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proportional reinsurance
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