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Q3094160 - MaRDI portal

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scientific article

    Statements

    author
    Shangzhen Luo
    0 references
    publication date
    21 October 2011
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    zbMATH Keywords
    stochastic control
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    HJB equation
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    proportional reinsurance
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    exponential utility
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    jump diffusion
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60J75
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    93E20
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    zbMATH DE Number
    5961460
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