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~isPartOf:"Games"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Control theory
82
Kontrolltheorie
82
Stochastic process
54
Stochastischer Prozess
54
Portfolio selection
43
Portfolio-Management
43
Mathematical programming
19
Mathematische Optimierung
19
Reinsurance
18
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18
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16
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16
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13
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Stochastic control
11
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optimal control
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stochastic optimal control
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Aufsatz in Zeitschrift
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Young, Virginia R.
8
Bayraktar, Erhan
3
Cadenillas, Abel
3
Liang, Xiaoqing
3
Liang, Zongxia
3
Zeng, Yan
3
Bender, Christian
2
Brachetta, M.
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2
Ceci, C.
2
Dokučaev, Nikolaj G.
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Han, Xia
2
Li, Zhongfei
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Muthuraman, Kumar
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2
Taksar, Michael I.
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Zou, Bin
2
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1
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Games
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Journal of economic dynamics & control
60
European journal of operational research : EJOR
39
Mathematics of operations research
28
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23
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22
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21
International journal of theoretical and applied finance
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International journal of production research
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Operations research letters
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
6
Computational optimization and applications : an international journal
6
Finance research letters
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Journal of risk and financial management : JRFM
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Manufacturing & service operations management : M & SOM
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Mathematical methods of operations research : ZOR
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
83
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61
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
62
Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
Saved in:
63
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
64
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Saved in:
65
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I.
;
Zeng, Xudong
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 64-71
Persistent link: https://www.econbiz.de/10008839763
Saved in:
66
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole
;
Blatter, Anja
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 398-405
Persistent link: https://www.econbiz.de/10008989286
Saved in:
67
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Sotomayor, Luz R.
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 344-354
Persistent link: https://www.econbiz.de/10008989297
Saved in:
68
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
69
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
70
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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