Open AccessOptimal investment and risk control problems with delay for an insurer in defaultable market
Author(s) -
Chao Deng,
Haixiang Yao,
Yan Chen
Publication year - 2020
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2019070
Subject(s) - bond , actuarial science , stochastic control , investment (military) , economics , sensitivity (control systems) , expected utility hypothesis , stock (firearms) , control (management) , payment , optimization problem , stochastic differential equation , exponential utility , econometrics , optimal control , computer science , mathematical economics , mathematical optimization , mathematics , finance , law , mechanical engineering , management , electronic engineering , politics , political science , engineering