Keyphrases
Mild Solution
60%
Insurance Risk
54%
Underwriting
50%
Optimal Investment
49%
Jump-diffusion Process
49%
Friction
45%
Levy
45%
Jump Diffusion
45%
Stochastic Cauchy Problem
45%
Numerical Examples
44%
Insurer
39%
Risky Assets
39%
Regime Switching
39%
Convex Duality
34%
Duality Techniques
34%
Wealth Dynamics
30%
Jump Models
30%
Payment Function
30%
Pure Jump
30%
Optimal Portfolio
30%
Measure Space
30%
Optimal Control Problem
30%
Hlder Regularity
30%
Lp Spaces
30%
Differential Equations in Banach Spaces
30%
Stochastic Volterra Equations
30%
Lebesgue-Bochner Space
30%
Alternative Proof
30%
Existence of Optimal Controls
30%
Aubin-Lions Lemma
30%
Optimal Control
30%
Stochastic Partial Differential Equations
30%
Non-life Insurance Company
30%
Ornstein-Uhlenbeck
30%
Utility Maximization
30%
Income Processes
30%
Equations in Banach Spaces
30%
Investment Premium
30%
Hamilton-Jacobi Equation
30%
Semimartingale Models
30%
Income Model
30%
Transition Operators
30%
Optimal Relaxed Controls
30%
Non-autonomous
30%
Line Constraint
30%
Portfolio Constraints
30%
Duality Approach
30%
Lagrangian Duality
30%
Background Risk
30%
Portfolio Allocation
30%
Mathematics
Stochastics
100%
Banach Space
66%
Mild Solution
60%
Optimal Control Theory
60%
Risky Asset
39%
Function Value
39%
Optimal Policy
37%
Sufficient Condition
37%
Lp-Spaces
30%
Hamilton-Jacobi Equation
30%
Stochastic Partial Differential Equation
30%
Lebesgue-Bochner Space
30%
Asset Price
30%
State Markov Chain
30%
Pure-Jump Process
30%
Stochastic Calculus
30%
Deductible
30%
Optimal Control Problem
30%
Measure Space
30%
Mutual Fund
30%
Continuous Time Model
30%
Numerical Example
30%
Diffusion Process
30%
Closed Form
30%
Explicit Formula
30%
arrival rate λ
20%
Partial Differential Equation
19%
Control Problems
17%
Hilbert Space
15%
Convolution
15%
Reflexive Banach Space
15%
Type Condition
9%
Wiener Process
9%
Factorization Method
9%
Infinite-Dimensional Space
9%
Factorization
9%
Multiplicative Noise
9%
Young Measures
9%
Evolution Operator
9%
State Equation
9%
Nonlinear Part
9%
Semilinear
9%
Absolute Constant
9%
Potential Customer
9%
Risk Aversion
9%
Closed Form Solution
9%
Integro-Partial Differential Equation
9%
Viscosity Solution
9%
Regularization
9%
Primal Problem
9%
