Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (Q2088677)
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scientific article; zbMATH DE number 7596711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations |
scientific article; zbMATH DE number 7596711 |
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Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations (English)
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6 October 2022
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collective pension insurance model
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survival probability of insurance company
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optimal control of investments
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Bellman equation
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exponential premium size distribution
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nonlinear integro-differential equations
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singular boundary value problems
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