Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975)
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scientific article; zbMATH DE number 7012497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer |
scientific article; zbMATH DE number 7012497 |
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Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (English)
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5 February 2019
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optimal investment
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dividend
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insurance claim process
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maximum principle
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regular-singular stochastic control
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partial informatio
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