Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value |
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Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (English)
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2 August 2013
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bankruptcy value
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diffusion models
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Hamilton-Jacobi-Bellman equation
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proportional reinsurance
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