Optimal investment and reinsurance with premium control
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Publication:2244242
DOI10.3934/jimo.2019080zbMath1476.91128OpenAlexW2963578614MaRDI QIDQ2244242
Mi Chen, Xin Jiang, Kam-Chuen Yuen
Publication date: 12 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019080
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)
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