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~subject:"Hamilton-Jacobi-Bellman equation"
~person:"Lv, Chen"
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Hamilton-Jacobi-Bellman equation
Reinsurance
2
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Portfolio selection
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Stackelberg game
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Variance premium principle
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backward stochastic differential equation
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optimal cyclical design
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proportional reinsurance
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regime switching model
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stochastic Hamilton-Jacobi-Bellman equation
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target benefit pension plan
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variance premium principle
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Lv, Chen
Ferrari, Giorgio
10
De Angelis, Tiziano
7
Moriarty, John
6
Liang, Zhibin
5
Brachetta, Matteo
4
Ceci, Claudia
4
Eisenberg, Julia
4
Federico, Salvatore
4
Gozzi, Fausto
4
Lambertini, Luca
4
Schied, Alexander
4
Schmidli, Hanspeter
4
Vigna, Elena
4
Lu, Yi
3
Palestini, Arsen
3
Song, Xiaojing
3
Tippett, Mark
3
Zou, Bin
3
BATTOCCHIO, Paolo
2
Bradonjić, Milan
2
Burg, John van der
2
Causley, Matthew
2
Chen, Shumin
2
Christensen, Bent Jesper
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Cohen, Albert
2
Francesco, MENONCIN
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Gassiat, Paul
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Giacinto, Marina Di
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Hernández-Hernández, Daniel
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KOZLOVSKAYA, NADEZHDA
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Krühner, Paul
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Li, Zhongfei
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Liang, Xiaoqing
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Lindgren, Jussi
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Milazzo, Alessandro
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Parra-Alvarez, Juan Carlos
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Pólvora, Pedro
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Rong, Ximin
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Insurance / Mathematics & economics
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Journal of pension economics and finance : JPEF
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ECONIS (ZBW)
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The optimal cyclical design for a target benefit pension plan
Lv, Chen
;
Li, Danping
;
Wang, Yumin
;
Zhu, Xiaobai
- In:
Journal of pension economics and finance : JPEF
22
(
2023
)
3
,
pp. 284-303
Persistent link: https://www.econbiz.de/10014306203
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2
Constrained investment-reinsurance optimization with regime switching under variance premium principle
Lv, Chen
;
Qian, Linyi
;
Shen, Yang
;
Wang, Wei
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 253-267
Persistent link: https://www.econbiz.de/10011630835
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