Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (Q3094689)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest |
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Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest (English)
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25 October 2011
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optimal control
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stochastic control
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Hamilton-Jacobi-Bellman equation
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capital injection
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classical risk model
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