Optimal investment and optimal reinsurance policy for jump-diffusion risk model (Q5165840)
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scientific article; zbMATH DE number 6310522
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| English | Optimal investment and optimal reinsurance policy for jump-diffusion risk model |
scientific article; zbMATH DE number 6310522 |
Statements
30 June 2014
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optimal investment
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proportional reinsurance
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HJB equation
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expected exponential utility
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0.9771499037742616
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0.9363675713539124
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0.9109447598457336
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0.9037753343582152
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0.8990548849105835
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