Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market |
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Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (English)
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29 March 2023
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mean-variance
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two-dimensional dependent claims
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jump-diffusion process
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stochastic delay differential equation
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viscosity solution
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