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risk Sensitive control of the lifetime ruin problem risk Sensitive control of the lifetime ruin problem

risk Sensitive control of the lifetime ruin problem - PowerPoint Presentation

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Uploaded On 2017-06-11

risk Sensitive control of the lifetime ruin problem - PPT Presentation

Asaf Cohen joint work with Erhan Bayraktar Department of Mathematics University of Michigan International Conference on Financial Risks and their Management Mar 2016 124 Contents ID: 558308

model control game ruin control model ruin game risk probability differential approximation small sensitive proof noise lifetime time scaling

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