Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479)
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scientific article; zbMATH DE number 7927851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance to maximize the probability of drawup before drawdown |
scientific article; zbMATH DE number 7927851 |
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Optimal investment and reinsurance to maximize the probability of drawup before drawdown (English)
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16 October 2024
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Brownian risk model
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optimal investment
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reinsurance
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dynamic programming principle
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Euler method
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