Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment and reinsurance of an insurer under jump-diffusion models |
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Robust optimal investment and reinsurance of an insurer under jump-diffusion models (English)
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15 October 2019
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robust control
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proportional reinsurance
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stochastic differential game
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HJBI equation
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jump-diffusion model
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