On ()-sufficient control for an endowment fund with consumption acting as an insurance company.

MaRDI QIDQ3607768zbMATH OpenFDO

Authors

Publication date 28 February 2009

zbMATH Keywords

Wiener processstock price evolution

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of optimal control and differential games (49N90)

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Cited in

(2)

• Solution of the problem of an accumulative-consumption fund with insurance company functions. The Clarc model.
• On \(\delta(\epsilon)\)-sufficient control for saving-expenditure funds with consumption acting as an insurance company. II.

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