Optimal proportional reinsurance and investment with minimizing ruin probability (Q2860113)
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scientific article; zbMATH DE number 6230481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal proportional reinsurance and investment with minimizing ruin probability |
scientific article; zbMATH DE number 6230481 |
Statements
19 November 2013
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Hamilton-Jacobi-Bellman equation
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ruin probability
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value function
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transaction costs
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Optimal proportional reinsurance and investment with minimizing ruin probability (English)
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0.9356845021247864
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0.932726800441742
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0.9154129028320312
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0.8968936800956726
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