Pricing General Insurance Using Optimal Control Theory (Q5490601)

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scientific article; zbMATH DE number 5060062
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Pricing General Insurance Using Optimal Control Theory
scientific article; zbMATH DE number 5060062

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    Pricing General Insurance Using Optimal Control Theory (English)
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    4 October 2006
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    competitive demand model
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    optimal premium strategies
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    maximum principle
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    Bellman equation
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