Optimal reinsurance and investment strategy with two piece utility function (Q2628182)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment strategy with two piece utility function |
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Optimal reinsurance and investment strategy with two piece utility function (English)
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12 June 2017
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two piece utility function
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martingale technique
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optimal control
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investment
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proportional reinsurance
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