Optimal insurance in a changing economy (Q2438339)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal insurance in a changing economy |
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Optimal insurance in a changing economy (English)
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11 March 2014
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optimal insurance
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regime-switching
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utility maximization
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dynamic programming
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regime-switching Hamilton-Jacobi-Bellman (HJB) equation
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