Stochastic differential investment-reinsurance games with capital injection-barrier dividend (Q3132027)
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Language | Label | Description | Also known as |
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English | Stochastic differential investment-reinsurance games with capital injection-barrier dividend |
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Stochastic differential investment-reinsurance games with capital injection-barrier dividend (English)
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29 January 2018
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operations research
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game theory
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stochastic differential game
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Hamilton-Jacobi-Bellman-Isaacs equation
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investment strategies
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proportional reinsurance
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