Optimal investment and premium control in a nonlinear diffusion model (Q1690570)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment and premium control in a nonlinear diffusion model |
scientific article; zbMATH DE number 6827830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and premium control in a nonlinear diffusion model |
scientific article; zbMATH DE number 6827830 |
Statements
Optimal investment and premium control in a nonlinear diffusion model (English)
0 references
19 January 2018
0 references
CARA utility
0 references
dependent control policies
0 references
Hamilton-Jacobi-Bellman (HJB) equation
0 references
investment
0 references
premium control
0 references
0 references
0 references
0 references
0 references
0.92059267
0 references
0.89595836
0 references
0.8957659
0 references
0.8930446
0 references
0.8903802
0 references
0.8896663
0 references
0.8891716
0 references
0.88850915
0 references
