Stochastic differential game formulation on the reinsurance and investment problem (Q2797662)
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scientific article; zbMATH DE number 6563561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential game formulation on the reinsurance and investment problem |
scientific article; zbMATH DE number 6563561 |
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Stochastic differential game formulation on the reinsurance and investment problem (English)
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5 April 2016
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reinsurance and investment
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stochastic differential game
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Nash equilibrium strategy
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exponential utility maximisation
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stochastic control
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0.9609452
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0.95834434
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0.95303524
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0.94831973
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0.9435919
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0.9422281
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0.94207287
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0.93835247
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