A problem of optimal conditional deductible choice in the classical risk model (Q2850254)

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scientific article; zbMATH DE number 6212462
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A problem of optimal conditional deductible choice in the classical risk model
scientific article; zbMATH DE number 6212462

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    26 September 2013
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    survival probability
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    classical risk model
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    Hamilton-Jacobi-Bellman equation
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    A problem of optimal conditional deductible choice in the classical risk model (English)
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