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Q4906135 - MaRDI portal

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scientific article; zbMATH DE number 6135077
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English
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scientific article; zbMATH DE number 6135077

    Statements

    publication date
    7 February 2013
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    portfolio selection
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    proportional reinsurance
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    stochastic control
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    Markov chain approximation
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    author
    Xin-Li Zhang
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    Wen-Yu Sun
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    Identifiers

    Mathematics Subject Classification ID
    49L20
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    49M30
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    90C39
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    91B16
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    91B30
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    91B70
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    zbMATH DE Number
    6135077
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