Stochastic control for insurance: new problems and methods (Q1622626)
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scientific article; zbMATH DE number 6981383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control for insurance: new problems and methods |
scientific article; zbMATH DE number 6981383 |
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Stochastic control for insurance: new problems and methods (English)
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19 November 2018
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stochastic control
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viscosity solutions
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Euler-type discretisations
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multi objective problem
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