Optimal reinsurance and dividend under model uncertainty (Q6131024)
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scientific article; zbMATH DE number 7827358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and dividend under model uncertainty |
scientific article; zbMATH DE number 7827358 |
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Optimal reinsurance and dividend under model uncertainty (English)
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3 April 2024
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Hamilton-Jacobi-Bellman-Isaac equation
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model uncertainty
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optimal dividend
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proportional reinsurance
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