Optimal control of investment, premium and deductible for a non-life insurance company
Year of publication: |
[2020]
|
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Authors: | Christensen, Bent Jesper ; Parra-Alvarez, Juan Carlos ; Serrano, Rafael |
Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
Subject: | Stochastic optimal control | Hamilton-Jacobi-Bellman equation | Jumpdiffusion | Adverse selection | Premium control | Deductible control | Optimal investment strategy | Kontrolltheorie | Control theory | Adverse Selektion | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Versicherungsbeitrag | Insurance premium |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2020, 11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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