Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532)
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scientific article; zbMATH DE number 7702141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model |
scientific article; zbMATH DE number 7702141 |
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Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (English)
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26 June 2023
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reinsurance and investment
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constant elasticity of variance (CEV) model
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correlation risk
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asymptotic solution
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perturbation theory
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