Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089)
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scientific article; zbMATH DE number 7882641
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| English | Optimal reinsurance and investment problems to minimize the probability of drawdown |
scientific article; zbMATH DE number 7882641 |
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Optimal reinsurance and investment problems to minimize the probability of drawdown (English)
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18 July 2024
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optimal investment
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optimal reinsurance
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probability of drawdown
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stochastic optimal control
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diffusion approximation
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