Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance of insurers with lognormal stochastic factor model |
scientific article |
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Optimal investment and reinsurance of insurers with lognormal stochastic factor model (English)
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29 March 2022
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asset management
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risk-sensitive control
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lognormal interest rate
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HJB equation
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