Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415)
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scientific article; zbMATH DE number 7767343
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| English | Optimisation of drawdowns by generalised reinsurance in the classical risk model |
scientific article; zbMATH DE number 7767343 |
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Optimisation of drawdowns by generalised reinsurance in the classical risk model (English)
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17 November 2023
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drawdowns
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general optimal reinsurance
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classical risk model
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Hamilton-Jacobi-Bellman equation
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