The optimal control of the consumer fund with the functions of the insurance company under assumption of the work on the financial market with the advertising strategy

DOI10.1515/rose-2020-2027zbMath1436.91100OpenAlexW3005170670WikidataQ114595254 ScholiaQ114595254MaRDI QIDQ1986114

Tetiana Zhmykhova, Valeriia Boldyrieva

Publication date: 7 April 2020

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2020-2027

zbMATH Keywords

advertising strategyoptimal controls Clark model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Financial applications of other theories (91G80) Actuarial mathematics (91G05)

Cites Work

• Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
• Some problems for Clark's model. II. A solution for Merton's portfolio problem
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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