On reinsurance and investment for large insurance portfolios (Q939386)
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scientific article; zbMATH DE number 5315294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On reinsurance and investment for large insurance portfolios |
scientific article; zbMATH DE number 5315294 |
Statements
On reinsurance and investment for large insurance portfolios (English)
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22 August 2008
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ruin probability
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stochastic control
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Black-Scholes model
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Hamilton-Jacobi-Bellman equation
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proportional reinsurance
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