Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection |
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Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (English)
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25 February 2011
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exponential utility
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Hamilton-Jacobi-Bellman equation
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multiple risky asset investment
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probability of ruin
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excess-of-loss reinsurance
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