Asymptotic optimal investment under interest rate for a class of subexponential distributions (Q4576874)
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scientific article; zbMATH DE number 6901182
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| 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)
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11 July 2018
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optimal control
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ruin probability
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Hamilton-Jacobi-Bellman equation
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subexponential distributions
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0.9062528014183044
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0.8417178392410278
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0.8359187841415405
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0.8222516775131226
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0.8203323483467102
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