Optimal investment and risk control problems with delay for an insurer in defaultable market | Zendy

Chao Deng | Zendy; Haixiang Yao | Zendy; Yan Chen | Zendy

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Optimal investment and risk control problems with delay for an insurer in defaultable market

Author(s) -

Chao Deng,

Haixiang Yao,

Yan Chen

Publication year - 2019

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

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