Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622)
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scientific article; zbMATH DE number 6395373
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| English | Optimal investment, consumption and proportional reinsurance under model uncertainty |
scientific article; zbMATH DE number 6395373 |
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Optimal investment, consumption and proportional reinsurance under model uncertainty (English)
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3 February 2015
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investment
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consumption
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reinsurance
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model uncertainty
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stochastic maximum principle
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Malliavin calculus
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0.8807157278060913
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0.8624085187911987
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0.8472312688827515
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0.840944230556488
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