Optimal control problem for an insurance surplus model with debt liability
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Publication:2875739
DOI10.1002/mma.2927zbMath1292.93156MaRDI QIDQ2875739
Da-Sheng Zhou, Fancheng Wei, Lan Wu
Publication date: 11 August 2014
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.2927
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
93E20: Optimal stochastic control
91G80: Financial applications of other theories
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Cites Work
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