Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201)

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Constant elasticity of variance model for proportional reinsurance and investment strategies
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    Constant elasticity of variance model for proportional reinsurance and investment strategies (English)
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    10 February 2012
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    constant elasticity of variance
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    reinsurance
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    Hamilton-Jacobi-Bellman equation
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    optimal strategies
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