𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic Optimal Control, International Finance, and Debt Crises. By J. L. STEIN

✍ Scribed by SERGE REY

Book ID
111058177
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
51 KB
Volume
74
Category
Article
ISSN
0013-0427

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

092022 (M12) Optimal control of piecewis
092022 (M12) Optimal control of piecewise deterministic processes : SchΓ€l M., 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
πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 177 KB

In this article, the authors discuss mixed exponential distributions and, more generally, scale mixtures with specific consideration the purpose of insurance modeling. Results are derived for equilibrium distributions (defined via stop-loss transforms) of mixed distributions. Some recursive relation