Optimal investment strategies for an insurer with liquid constraint (Q6106187)
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scientific article; zbMATH DE number 7702502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies for an insurer with liquid constraint |
scientific article; zbMATH DE number 7702502 |
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Optimal investment strategies for an insurer with liquid constraint (English)
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27 June 2023
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insurance risk model
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Lévy process
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liquid constraint
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CARA utility
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quadratic utility
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