Optimal proportional reinsurance and investment for stochastic factor models (Q2421393)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment for stochastic factor models |
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Optimal proportional reinsurance and investment for stochastic factor models (English)
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17 June 2019
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optimal proportional reinsurance
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optimal investment
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Cox model
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stochastic control
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random measures
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