Asymptotic optimal investment under interest rate for a class of subexponential distributions
type: Item
instance of: scholarly article
title: Asymptotic optimal investment under interest rate for a class of subexponential distributions
zbMATH Open document ID: 1401.91133
DOI: 10.1080/03461238.2012.756829
author: Julia Eisenberg
published in: Scandinavian Actuarial Journal
publication date: 2018-07-11T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6901182
zbMATH Keywords: optimal control
zbMATH Keywords: ruin probability
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: subexponential distributions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03461238.2012.756829
OpenAlex ID: W2129674603
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description: scientific article; zbMATH DE number 6901182