On ()-sufficient control for saving-expenditure funds with consumption acting as an insurance company. II.

MaRDI QIDQ3552601zbMATH OpenFDO

Authors

Publication date 22 April 2010

zbMATH Keywords

(B,S)-marketSamuelson modelWiener process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Financial applications of other theories (91G80)

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Cited in

(2)

• Control for a saving-consumer fund with functions of an insurance company
• On ()-sufficient control for an endowment fund with consumption acting as an insurance company.

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