Optimal investment and risk control for an insurer with stochastic factor
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Publication:1728224
DOI10.1016/j.orl.2017.04.002zbMath1409.91127OpenAlexW2606495118MaRDI QIDQ1728224
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2017.04.002
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Portfolio theory (91G10)
Related Items (9)
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