Minimisation of penalty payments by investments and reinsurance (Q303741)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimisation of penalty payments by investments and reinsurance |
scientific article |
Statements
Minimisation of penalty payments by investments and reinsurance (English)
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22 August 2016
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penalty payments
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diffusion approximation
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Hamilton-Jacobi-Bellman equation
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investments
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reinsurance
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