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Found 120 Documents (Results 1–100)

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Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital. (English. Russian original) Zbl 1431.91330

Autom. Remote Control 80, No. 4, 708-717 (2019); translation from Avtom. Telemekh. 2019, No. 4, 144-155 (2019).
MSC:  91G05 93E20
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Problems of mathematical finance by stochastic control methods. (English) Zbl 1185.91197

Korytowski, Adam (ed.) et al., System modeling and optimization. 23rd IFIP TC 7 conference, Cracow, Poland, July 23–27, 2007. Revised Selected Papers. Berlin: Springer (ISBN 978-3-642-04801-2/hbk; 978-3-642-04802-9/ebook). IFIP Advances in Information and Communication Technology 312, 129-143 (2009).
MSC:  91G80 93E20 91-02
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