Publication:2983707
From MaRDI portal
DOI10.3969/j.issn.1005-3085.2016.05.003zbMath1374.91049MaRDI QIDQ2983707
Publication date: 17 May 2017
diffusion process; HJB equation; investment strategy; deviation coefficient; hybrid dividend; reinsurance policy; compound Poisson-geometric process
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
91G10: Portfolio theory