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scientific article; zbMATH DE number 7015495 - MaRDI portal

scientific article; zbMATH DE number 7015495

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Publication:4620202

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zbMath1420.91557MaRDI QIDQ4620202

Peter J. Witbooi, Garth J. Van Schalkwyk

Publication date: 8 February 2019

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

zbMATH Keywords

global financial crisis Basel III investment strategy reserves management cash deposits

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Actuarial science and mathematical finance (91G99)

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