Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (Q2341612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment |
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Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment (English)
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27 April 2015
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absolute ruin probability
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dynamic investment control
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HJB equation
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proportional reinsurance
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