Optimal investment and risk control for an insurer with stochastic factor
type: Item
instance of: scholarly article
title: Optimal investment and risk control for an insurer with stochastic factor
zbMATH Open document ID: 1409.91127
author: Shihua Wang
author: Lijun Bo
published in: Operations Research Letters
publication date: 2019-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7027701
zbMATH Keywords: optimal investment
zbMATH Keywords: risk control
zbMATH Keywords: jump-diffusion
zbMATH Keywords: HJB PDE
MaRDI profile type: Publication
full work available at URL: j.orl.2017.04.002
OpenAlex ID: W2606495118
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DOI: 10.1016/J.ORL.2017.04.002
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description: scientific article; zbMATH DE number 7027701