scientific article; zbMATH DE number 7745106

MaRDI QIDQ6080482

Jin-Guan Lin, Hui Mi, Unnamed Author

Publication date: 2 October 2023

Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.02.005

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

zbMATH Keywords

HJB equationmean-variancedependent riskVasicek stochastic interest rateinvestment-reinsurance policy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10) Hamilton-Jacobi equations in optimal control and differential games (49L12)

This page was built for publication: