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~isPartOf:"Bulletin of economic research"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"stochastic optimal control"
~type_genre:"Aufsatz in Zeitschrift"
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stochastic optimal control
Control theory
74
Kontrolltheorie
74
Stochastic process
52
Stochastischer Prozess
52
Portfolio selection
43
Portfolio-Management
43
Reinsurance
18
Rückversicherung
18
Mathematical programming
16
Mathematische Optimierung
16
Theorie
16
Theory
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Dividend
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Dividende
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Stochastic control
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Stochastic optimal control
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Dynamische Optimierung
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Hamilton-Jacobi-Bellman equation
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Probability theory
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Option pricing theory
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Optionspreistheorie
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HJB equation
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Game theory
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Insurance
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Aufsatz in Zeitschrift
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Bender, Christian
2
Dokučaev, Nikolaj G.
2
Chen, Zhiping
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Cui, Xiangyu
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Giribone, Pier Giuseppe
1
Guerrazzi, Marco
1
Guéant, Olivier
1
Han, Xia
1
Lehalle, Charles-Albert
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Bulletin of economic research
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Applied mathematical finance
4
Risks : open access journal
4
Operations research
3
International journal of theoretical and applied finance
2
Manufacturing & service operations management : M & SOM
2
IMA journal of management mathematics
1
International journal of production research
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Journal of risk
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Journal of risk and financial management : JRFM
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Journal of the Operational Research Society
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LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
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Market microstructure and liquidity
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Mathematics of operations research
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Risk and decision analysis
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The European journal of finance
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ECONIS (ZBW)
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1
The dynamics of working hours and wages under implicit contracts
Guerrazzi, Marco
;
Giribone, Pier Giuseppe
- In:
Bulletin of economic research
74
(
2022
)
4
,
pp. 1075-1094
Persistent link: https://www.econbiz.de/10013468176
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2
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng
;
Chen, Zhiping
;
Cui, Xiangyu
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
Saved in:
3
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
4
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
5
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
6
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
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