Optimal portfolio and reinsurance with two differential risky assets (Q6096177)
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scientific article; zbMATH DE number 7736133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio and reinsurance with two differential risky assets |
scientific article; zbMATH DE number 7736133 |
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Optimal portfolio and reinsurance with two differential risky assets (English)
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11 September 2023
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optimal portfolio
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optimal reinsurance
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jump-diffusion process
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CEV model
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uncertainty of premium principle
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