A mutual insurance diffusion stochastic control problem
- 1 September 1984
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 7 (3) , 241-260
- https://doi.org/10.1016/0165-1889(84)90019-8
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Optimal investment-dividend policy of an insurance firm under regulationScandinavian Actuarial Journal, 1983
- The Optimal Control of a Jump Mutual Insurance ProcessASTIN Bulletin, 1982
- Theory of Finance from the Perspective of Continuous TimeJournal of Financial and Quantitative Analysis, 1975
- Risk Aversion in the Small and in the LargeEconometrica, 1964