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On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account - MaRDI portal

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On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account (Q2896601)

From MaRDI portal





scientific article; zbMATH DE number 6056361
Language Label Description Also known as
English
On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account
scientific article; zbMATH DE number 6056361

    Statements

    16 July 2012
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    Wiener process
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    stochastic differential equations
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    Poisson measure
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    Bellman equation
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    optimal control
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    On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account (English)
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    Identifiers

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