Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Year of publication: |
2012
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Authors: | Lin, Xiang ; Zhang, Chunhong ; Siu, Tak Kuen |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 75.2012, 1, p. 83-100
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Subject: | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Versicherung | Insurance | Risikomodell | Risk model | Risikomanagement | Risk management |
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