Optimal investment policy of an insurance firm (Q1050735)
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scientific article; zbMATH DE number 3810761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment policy of an insurance firm |
scientific article; zbMATH DE number 3810761 |
Statements
Optimal investment policy of an insurance firm (English)
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1983
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Laplace transform
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compound Poisson process
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determining optimal investment strategy
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time-independent conversion costs
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diffusion approximation techniques
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