Optimal investment for insurer with jump-diffusion risk process (Q817297): Difference between revisions
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Revision as of 01:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for insurer with jump-diffusion risk process |
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Optimal investment for insurer with jump-diffusion risk process (English)
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8 March 2006
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Hamilton-Jacobi-Bellman equations
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martingale
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utility
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jump-diffusion
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Ito's formula
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stochastic control
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