Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management |
scientific article |
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Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (English)
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4 August 2015
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stochastic control
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Markov chain approximation
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dividend policy
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reinsurance strategy
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stochastic differential game
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investment strategy
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quantile hedging
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guaranteed minimum death benefit
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0.91233575
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0.86988986
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0.8683723
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0.8662747
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0.8657193
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0.8640005
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0.8634649
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0.8633397
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