Optimal investment with a value-at-risk constraint (Q2450805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with a value-at-risk constraint |
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Optimal investment with a value-at-risk constraint (English)
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16 May 2014
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value-at-risk
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ruin probability
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insurance company
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investment
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Hamilton-Jacobi-Bellman equation
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