Optimal investment and proportional reinsurance with constrained control variables (Q3098479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and proportional reinsurance with constrained control variables |
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Optimal investment and proportional reinsurance with constrained control variables (English)
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17 November 2011
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Hamilton-Jacobi-Bellman equation
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compound Poisson process
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Brownian motion
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exponential utility
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proportional reinsurance
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investment
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