Optimal reinsurance-investment strategies for insurers under mean-car criteria (Q2450818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment strategies for insurers under mean-car criteria |
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Optimal reinsurance-investment strategies for insurers under mean-car criteria (English)
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16 May 2014
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optimal proportional reinsurance-investment strategy
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insurers
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capital-at-risk
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Hamilton-Jacobi-Bellman equation
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