Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables |
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Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (English)
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29 March 2023
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goal-reaching probability
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HJB equation
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investment
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reinsurance
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robust
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