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scientific article; zbMATH DE number 6262724 - MaRDI portal

scientific article; zbMATH DE number 6262724

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Publication:5398757

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zbMath1289.91098MaRDI QIDQ5398757

Gongpin Cheng, Ding Jun Yao, Lin-Yi Qian

Publication date: 28 February 2014

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

zbMATH Keywords

HJB equation utility function optimal investment strategy Markov-modulated risk model terminal wealth

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16) Portfolio theory (91G10)

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