Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-reinsurance strategy in the correlated insurance and financial markets |
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Optimal investment-reinsurance strategy in the correlated insurance and financial markets (English)
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23 August 2022
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correlated markets
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exponential utility
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stochastic optimal control
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Duhamel's principle
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