학술논문
Optimal control for insurers with a jump-diffusion risk process.
Document Type
Journal
Author
Source
Subject
49 Calculus of variations and optimal control; optimization -- 49L Hamilton-Jacobi theories, including dynamic programming
49L20Dynamic programming method
60Probability theory and stochastic processes -- 60J Markov processes
60J60Diffusion processes
49L20
60
60J60
Language
English