On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account (Q2896601)

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scientific article; zbMATH DE number 6056361
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    On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account
    scientific article; zbMATH DE number 6056361

      Statements

      16 July 2012
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      Wiener process
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      stochastic differential equations
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      Poisson measure
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      Bellman equation
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      optimal control
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      On a method for finding a stabilized management for accumulative fonds with the functions of the insurance company taking inflation into account (English)
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