Mathematics
Adverse Selection
21%
Alternatives
29%
Banach space
87%
Cauchy Problem
56%
Coefficient
24%
Compact Embedding
33%
Compactness
40%
Control Sets
32%
Convex Duality
47%
Convolution
29%
Customers
49%
Evolution Operator
29%
Expected Utility
21%
Factorization Method
30%
Hamilton-Jacobi
28%
Hamilton-Jacobi Equation
51%
Henri Léon Lebésgue
49%
Hilbert space
25%
Infinite-dimensional Spaces
26%
Insurance
51%
Jump
79%
Lemma
38%
Lp Spaces
49%
Margin
36%
Market Model
21%
Martingale
60%
Maximise
30%
Metrizable
26%
Mild Solution
100%
Model
31%
Multiplicative Noise
28%
Nonautonomous Equation
59%
Optimal Control
77%
Optimal Investment
23%
Optimal Portfolio
69%
Ornstein-Uhlenbeck Operator
69%
Portfolio Choice
28%
Regularity
33%
Relaxed Controls
68%
Returns to Scale
25%
Semilinear
44%
Semimartingale
55%
Space-time
41%
State Equation
26%
Stochastic Partial Differential Equations
53%
Stochastic PDEs
33%
Transition Operator
67%
Utility Maximization
69%
Wiener Process
26%
Young Measures
31%
Business & Economics
Capital Markets
19%
Catastrophic Events
33%
Control Variable
24%
Convex Duality
27%
Deductibles
59%
Disaster
23%
Dividend Payout
43%
Dividend Policy
27%
Economic Shocks
29%
Expected Utility
32%
Extreme Events
30%
Inada Conditions
29%
Income
89%
Insurance Companies
44%
Insurance Premium
27%
Insurance Risk
45%
Insurer
22%
Investment Strategy
34%
Investors
18%
Jump
83%
Jump Diffusion
31%
Jump-diffusion Model
61%
Lending Rate
20%
Liability
20%
Log-utility
37%
Margin
27%
Martingale
18%
Martingale Method
36%
Mutual Fund Separation Theorem
26%
Non-life Insurance
64%
Optimal Control
51%
Payment
23%
Portfolio Choice
18%
Portfolio Insurance
32%
Power Utility
31%
Precautionary Saving
20%
Premium
37%
Random Utility
22%
Regime Switching
54%
Risk Control
27%
Risk-averse
26%
Semimartingale
66%
Severity
23%
Solvency
25%
Underwriting
56%
Utility Function
21%
Utility Maximization
56%
Wealth
36%
Wealth Dynamics
76%
Worst-Case Scenario
32%