On maximizing the expected terminal utility by investment and reinsurance (Q1008787)
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scientific article; zbMATH DE number 5535073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maximizing the expected terminal utility by investment and reinsurance |
scientific article; zbMATH DE number 5535073 |
Statements
On maximizing the expected terminal utility by investment and reinsurance (English)
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30 March 2009
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expected utility
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Hamilton-Jacobi-Bellman equation
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investment
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proportional reinsurance
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