Stochastic differential game formulation on the reinsurance and investment problem (Q2797662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential game formulation on the reinsurance and investment problem |
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Stochastic differential game formulation on the reinsurance and investment problem (English)
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5 April 2016
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reinsurance and investment
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stochastic differential game
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Nash equilibrium strategy
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exponential utility maximisation
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stochastic control
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