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zbMath1349.91153MaRDI QIDQ3186868

Dmitry B. Rokhlin, Georgii Mironenko

Publication date: 12 August 2016

Full work available at URL: http://mathnet.ru/eng/sjim875

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation viscosity solution investment reinsurance dividend monotone scheme random factor

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10)

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