Optimality of multi-refraction control strategies in the dual model
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Publication:1622523
DOI10.1016/j.insmatheco.2018.09.008zbMath1417.91265arXiv1803.06038OpenAlexW2895353278MaRDI QIDQ1622523
Irmina Czarna, Kazutoshi Yamazaki, José Luis Pérez Garmendia
Publication date: 19 November 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.06038
Processes with independent increments; Lévy processes (60G51) Optimality conditions and duality in mathematical programming (90C46)
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