Irreversible reinsurance: a singular control approach (Q2682993)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible reinsurance: a singular control approach |
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Irreversible reinsurance: a singular control approach (English)
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1 February 2023
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dynamic reinsurance
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singular control
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Skorokhod reflection
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mean-reverting risk exposure
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free boundary
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