An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks

DOI10.1155/2018/8942050zbMath1437.91411OpenAlexW2802072916WikidataQ129899699 ScholiaQ129899699MaRDI QIDQ2336996

Grant E. Muller

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/8942050

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

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