scientific article; zbMATH DE number 6501621

DOI10.7699/J.YNNU.NS-2015-025zbMATH Open1340.91112MaRDI QIDQ3196155FDOQ3196155

Authors: Dan Lei, Yuanchang Wang, Fen Zhang 

Publication date: 28 October 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic optimal controlstochastic interest rateoptimum investment proportion

Mathematics Subject Classification ID

Portfolio theory (91G10) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (7)

• Optimal investment decision for insurer with real estate under different interest rates on deposit and loan
• Dynamic economic model for optimal investment and insurance
• Optimal investment decision for insurer with option under different interest rates
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• Finding the capital of the insurance company operating in the financial market, the methods of group analysis
• A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
• Optimal investment for insurers with the extended CIR interest rate model

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