On optimal investment and subexponential claims (Q2483945)
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scientific article; zbMATH DE number 2190449
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On optimal investment and subexponential claims |
scientific article; zbMATH DE number 2190449 |
Statements
On optimal investment and subexponential claims (English)
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1 August 2005
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Ruin probability
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Regular variation
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Optimal control
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Geometric Brownian motion
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Hamilton-Jacobi-Bellman equation
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0.8959067
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0.8856523
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0.88403213
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0.8642948
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0.8641755
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0.86225224
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0.8615277
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0.86058855
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0.85966355
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