On maximizing the expected terminal utility by investment and reinsurance
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Publication:1008787
DOI10.3934/jimo.2008.4.801zbMath1158.91400OpenAlexW2070380215MaRDI QIDQ1008787
Lin Xu, Ding Jun Yao, Rong-Ming Wang
Publication date: 30 March 2009
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2008.4.801
Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Renewal theory (60K05)
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