Optimal investment and reinsurance for jump-diffusion surplus processes (Q5319600)
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scientific article; zbMATH DE number 5584085
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| English | Optimal investment and reinsurance for jump-diffusion surplus processes |
scientific article; zbMATH DE number 5584085 |
Statements
22 July 2009
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stochastic control
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Hamilton-Jacobi-Bellman equation
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jump-diffusion processes
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0.9552565813064576
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0.9180172085762024
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0.8990548849105835
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0.8983803391456604
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0.8955920338630676
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