Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874)
From MaRDI portal
scientific article; zbMATH DE number 6901182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic optimal investment under interest rate for a class of subexponential distributions |
scientific article; zbMATH DE number 6901182 |
Statements
Asymptotic optimal investment under interest rate for a class of subexponential distributions (English)
0 references
11 July 2018
0 references
optimal control
0 references
ruin probability
0 references
Hamilton-Jacobi-Bellman equation
0 references
subexponential distributions
0 references
0 references
0 references
0 references
