Robust optimal investment and reinsurance problems with learning (Q4990504)
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scientific article; zbMATH DE number 7352452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment and reinsurance problems with learning |
scientific article; zbMATH DE number 7352452 |
Statements
Robust optimal investment and reinsurance problems with learning (English)
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28 May 2021
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risk theory
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stochastic control
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filter
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robust approach
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