Optimal new business for insurer to minimize the ruin probability under interest force (Q3513247)
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scientific article; zbMATH DE number 5307777
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| English | Optimal new business for insurer to minimize the ruin probability under interest force |
scientific article; zbMATH DE number 5307777 |
Statements
6 August 2008
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new business
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ruin probability
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interest force
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Hamilton-Jacobi-Bellman equation
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0.8638735413551331
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0.816786527633667
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