Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis (Q2896616)
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scientific article; zbMATH DE number 6056372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis |
scientific article; zbMATH DE number 6056372 |
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16 July 2012
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Wiener process
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stochastic differential equations
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optimal control
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0.8218927
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0.81434876
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0.8113193
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0.80065763
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0.80008405
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Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis (English)
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