The optimal strategy for an insurance company under the influence of the terminal value (Q655880)
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scientific article; zbMATH DE number 6002334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal strategy for an insurance company under the influence of the terminal value |
scientific article; zbMATH DE number 6002334 |
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The optimal strategy for an insurance company under the influence of the terminal value (English)
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27 January 2012
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proportional reinsurance
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terminal value
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optimal policy
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HJB equation
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