Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Risk Control for The Excess of Loss Reinsurance Policies |
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Optimal Risk Control for The Excess of Loss Reinsurance Policies (English)
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21 June 2010
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excess of loss
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minimal probability of ruin
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stochastic control
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investments
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Hamilton-Jacobi-Bellman equation
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