Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market |
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Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (English)
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17 February 2023
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optimal control
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stochastic economic factor
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Lévy processes
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PIDE
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HARA utility
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viscosity solution
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