Optimal reinsurance and investment strategy with inflation risks (Q4624324)
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scientific article; zbMATH DE number 7028564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance and investment strategy with inflation risks |
scientific article; zbMATH DE number 7028564 |
Statements
22 February 2019
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mixed proportional reinsurance
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inflation
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expected utility
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Hamilton-Jacob-Bellman equation
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variance premium rule
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0.8901214599609375
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0.8763750791549683
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0.8432615399360657
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0.8336281180381775
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0.8301464915275574
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