Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions |
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Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (English)
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25 January 2008
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stochastic control
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Hamilton-Jacobi-Bellman equation
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jump-diffusion
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Brownian motion
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diffusion approximation
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