Benchmark and mean-variance problems for insurers
type: Item
instance of: scholarly article
title: Benchmark and mean-variance problems for insurers
zbMATH Open document ID: 1101.93081
author: Nicole Bäuerle
published in: Mathematical Methods of Operations Research
publication date: 2006-02-08T00:00:00Z
full work available at URL: https://publikationen.bibliothek.kit.edu/1000043615/3271309
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5004480
zbMATH Keywords: stochastic LQ problem
zbMATH Keywords: Lagrange theory
zbMATH Keywords: HJB equation
MaRDI profile type: Publication
OpenAlex ID: W2082109384
DOI: 10.1007/S00186-005-0446-1
description: scientific article; zbMATH DE number 5004480