On Merton’s Problem for Life Insurers (Q4661693)
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scientific article; zbMATH DE number 2149153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Merton’s Problem for Life Insurers |
scientific article; zbMATH DE number 2149153 |
Statements
On Merton’s Problem for Life Insurers (English)
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30 March 2005
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Markov chains
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dividends and bonus
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power utility
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Bellman equation
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durable goods
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