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 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7161335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7161335 |
Statements
31 January 2020
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robust optimal control
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jump-diffusion process
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Ornstein-Uhlenbeck process
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Hamilton-Jacobi-Bellman-Isaacs equation
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