Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer

DOI10.3934/jimo.2017067zbMath1412.93097OpenAlexW2691772189MaRDI QIDQ1716975

Yanxiang Zhao, Yan Wang, Lei Wang, Aimin Song, Yan-ping Ma

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017067

zbMATH Keywords

maximum principleoptimal investmentdividendinsurance claim processpartial informatioregular-singular stochastic control

Mathematics Subject Classification ID

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