Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840)
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scientific article; zbMATH DE number 7533592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility maximization for an insurer with investment and risk control under inside information |
scientific article; zbMATH DE number 7533592 |
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Expected utility maximization for an insurer with investment and risk control under inside information (English)
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30 May 2022
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investment
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risk control
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inside information
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Donsker Delta function
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BSDE
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0.95531213
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0.93691283
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0.9189048
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0.91704863
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0.9158784
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0.89597654
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0.89352757
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0.8926097
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0.8902783
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