Optimal constrained investment in the Cramer-Lundberg model (Q4576860)
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scientific article; zbMATH DE number 6901169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal constrained investment in the Cramer-Lundberg model |
scientific article; zbMATH DE number 6901169 |
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Optimal constrained investment in the Cramer-Lundberg model (English)
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11 July 2018
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stochastic control
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HJB equation
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ruin probability
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constrained investment
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Cramer-Lundberg model
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