Q2896616
type: Item
instance of: scholarly article
zbMATH Open document ID: 1248.62196
publication date: 2012-07-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 6056372
zbMATH Keywords: Wiener process
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: optimal control
MaRDI profile type: Publication
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author: A. V. Baev
title: Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis
published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka
label: Application of the Ornstein-Uhlenbeck process to the solution of the problem of optimization of the capital ofl insurance companies taking into account advertising, as well as Black's portfolio analysis
description: scientific article; zbMATH DE number 6056372