A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free boundary problem arising from a stochastic optimal control model under controllable risk |
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A free boundary problem arising from a stochastic optimal control model under controllable risk (English)
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26 January 2016
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parabolic Barenblatt equation
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free boundary
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stochastic optimal control
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insurance company
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reinsurance
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