Optimal investment and risk control for an insurer with stochastic factor (Q1728224)
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scientific article; zbMATH DE number 7027701
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| English | Optimal investment and risk control for an insurer with stochastic factor |
scientific article; zbMATH DE number 7027701 |
Statements
Optimal investment and risk control for an insurer with stochastic factor (English)
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22 February 2019
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optimal investment
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risk control
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jump-diffusion
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HJB PDE
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0.94740486
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0.9437828
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0.9389523
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0.93557966
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0.9309188
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0.92823684
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0.92687714
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0.9256065
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0.9226703
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