Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time optimal reinsurance strategy with nontrivial curved structures |
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Continuous-time optimal reinsurance strategy with nontrivial curved structures (English)
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9 January 2020
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dynamic programming
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optimal reinsurance strategy
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premium principle
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ruin probability
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expected utility
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