Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (Q2290401)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital |
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Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (English)
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27 January 2020
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optimal insurance
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quantile constraint
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Markowitz-type utility functional
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