Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations
type: Item
instance of: scholarly article
title: Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations
zbMATH Open document ID: 1500.91110
DOI: 10.1134/S0965542522090056
author: T. A. Belkina
author: N. B. Konyukhova
author: S. V. Kurochkin
published in: Computational Mathematics and Mathematical Physics
publication date: 2022-10-06T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 45K05
zbMATH DE Number: 7596711
zbMATH Keywords: collective pension insurance model
zbMATH Keywords: survival probability of insurance company
zbMATH Keywords: optimal control of investments
zbMATH Keywords: Bellman equation
zbMATH Keywords: exponential premium size distribution
zbMATH Keywords: nonlinear integro-differential equations
zbMATH Keywords: singular boundary value problems
MaRDI profile type: Publication
Wikidata QID: Q115247770
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full work available at URL: s0965542522090056
OpenAlex ID: W4298325709
description: scientific article; zbMATH DE number 7596711