Optimal control of the surplus in an insurance policy (Q2511738)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of the surplus in an insurance policy |
scientific article |
Statements
Optimal control of the surplus in an insurance policy (English)
0 references
6 August 2014
0 references
continuous time surplus process
0 references
long-run average cost
0 references
optimal investment policy
0 references
