Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
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Cited by:
- Corina Constantinescu & Julia Eisenberg, 2021. "Special Issue “Interplay between Financial and Actuarial Mathematics”," Risks, MDPI, vol. 9(8), pages 1-3, July.
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Keywords
drawdown; optimal investment; stochastic control;All these keywords.
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