✦ LIBER ✦

Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer

✍ Scribed by Junna Bi, Junyi Guo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal reinsurance–investment problem i

✍ Zhibin Liang; Kam Chuen Yuen; Ka Chun Cheung 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 704 KB

A stochastic maximum principle in mean-f

✍ Chighoub, Farid; Mezerdi, Brahim 📂 Article 📅 2013 🏛 Elsevier 🌐 English ⚖ 324 KB