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scientific article; zbMATH DE number 6157991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6157991 |
Statements
25 April 2013
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reinsurance
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surplus process
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CEV model
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stochastic optimal control
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exponential utility function
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HJB equation
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Legendre transform
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