Optimal investment and premium control in a nonlinear diffusion model
type: Item
instance of: scholarly article
title: Optimal investment and premium control in a nonlinear diffusion model
zbMATH Open document ID: 1402.91220
author: Ming Zhou
author: Kam Chuen Yuen
author: Chuancun Yin
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2018-01-19T00:00:00Z
full work available at URL: http://hdl.handle.net/10722/249691
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6827830
zbMATH Keywords: CARA utility
zbMATH Keywords: dependent control policies
zbMATH Keywords: Hamilton-Jacobi-Bellman (HJB) equation
zbMATH Keywords: investment
zbMATH Keywords: premium control
MaRDI profile type: Publication
OpenAlex ID: W2770507588
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DOI: 10.1007/S10255-017-0709-7
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description: scientific article; zbMATH DE number 6827830