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A method to find a stabilizing control for an accumulation fund with functions of an insurance company - MaRDI portal

A method to find a stabilizing control for an accumulation fund with functions of an insurance company (Q2247820)

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A method to find a stabilizing control for an accumulation fund with functions of an insurance company
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    A method to find a stabilizing control for an accumulation fund with functions of an insurance company (English)
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    30 June 2014
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    Samuelson model
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    Poisson complex process
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    stochastic integral
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    Jensen inequality
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    poison measure
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    stochastic differential equation
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