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~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"Schmollers Jahrbuch : journal of contextual economics"
~person:"Siu, Chi Chung"
~subject:"Rückversicherung"
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Rückversicherung
-Nash equilibrium
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CAPM
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Game theory
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Hamilton–Jacobi–Bellman (HJB) equation
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Heston stochastic volatility model
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Nash equilibrium
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Nash-Gleichgewicht
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Nonzero-sum stochastic differential game
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Reinsurance
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Risiko
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Risikomodell
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Risk
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Risk model
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Spieltheorie
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Stochastic game
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Stochastic process
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Stochastischer Prozess
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Stochastisches Spiel
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Volatilität
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compound Poisson risk model
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excess-of-loss reinsurance
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fixed-point problems
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systematic risks
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Siu, Chi Chung
Yang, Hailiang
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Scandinavian actuarial journal
Schmollers Jahrbuch : journal of contextual economics
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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