Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (Q2290401)
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scientific article; zbMATH DE number 7158303
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| English | Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital |
scientific article; zbMATH DE number 7158303 |
Statements
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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0.8681749701499939
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0.858012855052948
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0.8560053706169128
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0.848030686378479
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0.8298636078834534
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