✦ LIBER ✦

Some results on analytic optimal control solution of a simple rational expectations model

✍ Scribed by Albert Ando; Arthur B. Kennickell

Publisher: Elsevier Science
Year: 1985
Tongue: English
Weight: 272 KB
Volume: 9
Category: Article
ISSN: 0165-1889
DOI: 10.1016/0165-1889(85)90023-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some analytic solutions for a simple mod

Some analytic solutions for a simple model of microwave absorber

✍ P. Baldwin 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 472 KB

A note on Buiter's sufficient condition

A note on Buiter's sufficient condition for perfect output controllability of a rational expectations model

✍ H.-W. Wohltmann; W. Krömer 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 224 KB

COMMENTS ON “AN EXACT SOLUTION FOR A SIM

COMMENTS ON “AN EXACT SOLUTION FOR A SIMPLIFIED MODEL OF THE HEAVE AND PITCH MOTIONS OF A SHIP HULL DUE TO A MOVING LOAD AND A COMPARISON WITH SOME EXPERIMENTAL RESULTS”

✍ M. ARYANPOUR; M. GHORASHI 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 55 KB

092044 (E10, B81) Some results on contin

092044 (E10, B81) Some results on continuous-time pension fund models : Cairns A.J.G., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 90 KB

The problem of determining optimal retention levels for a non-life portfolio consisting of a number of independent sub-portfolios was first discussed by de Finetti (1946). He considered retention levels to be optimal if they minimized the variance of the insurer's profit from the portfolio subject t