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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| English | 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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0.7978819012641907
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0.780002236366272
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0.7703400254249573
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0.7641569375991821
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0.7584285140037537
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