Optimal investment for an insurer under liquid reserves (Q2031332)
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scientific article; zbMATH DE number 7356884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for an insurer under liquid reserves |
scientific article; zbMATH DE number 7356884 |
Statements
Optimal investment for an insurer under liquid reserves (English)
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9 June 2021
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risk model
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liquid reserve
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CARA utility
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quadratic utility
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