scientific article; zbMATH DE number 7411431
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Publication:5157685
zbMath1488.91098MaRDI QIDQ5157685
Kasirga Yildirak, Mustafa Asim Ozalp, Yeliz Yolcu-Okur
Publication date: 19 October 2021
Full work available at URL: https://dergipark.org.tr/en/pub/hujms/issue/47862/604514
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
control theoryPontryagin's maximum principleoptimal investment strategyLévy risk processoptimal liability ratio
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Actuarial mathematics (91G05)
Cites Work
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