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Article: Optimal investment and premium control in a linear diffusion model
Title | Optimal investment and premium control in a linear diffusion model |
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Authors | |
Keywords | CARA utility dependent control policies Hamilton-Jacobi-Bellman (HJB) equation investment premium control |
Issue Date | 2017 |
Publisher | Springer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/ |
Citation | Acta Mathematicae Applicatae Sinica, 2017, v. 33 n. 4, p. 945-958 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/249691 |
ISSN | 2023 Impact Factor: 0.9 2023 SCImago Journal Rankings: 0.269 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Zhou, M | - |
dc.contributor.author | Yuen, KC | - |
dc.contributor.author | Yin, C | - |
dc.date.accessioned | 2017-11-21T03:05:40Z | - |
dc.date.available | 2017-11-21T03:05:40Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Acta Mathematicae Applicatae Sinica, 2017, v. 33 n. 4, p. 945-958 | - |
dc.identifier.issn | 0168-9673 | - |
dc.identifier.uri | http://hdl.handle.net/10722/249691 | - |
dc.language | eng | - |
dc.publisher | Springer Verlag. The Journal's web site is located at http://link.springer.de/link/service/journals/10255/ | - |
dc.relation.ispartof | Acta Mathematicae Applicatae Sinica | - |
dc.rights | The final publication is available at Springer via http://dx.doi.org/10.1007/s10255-017-0709-7 | - |
dc.subject | CARA utility | - |
dc.subject | dependent control policies | - |
dc.subject | Hamilton-Jacobi-Bellman (HJB) equation | - |
dc.subject | investment | - |
dc.subject | premium control | - |
dc.title | Optimal investment and premium control in a linear diffusion model | - |
dc.type | Article | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1007/s10255-017-0709-7 | - |
dc.identifier.scopus | eid_2-s2.0-85035111837 | - |
dc.identifier.hkuros | 283121 | - |
dc.identifier.volume | 33 | - |
dc.identifier.issue | 4 | - |
dc.identifier.spage | 945 | - |
dc.identifier.epage | 958 | - |
dc.identifier.isi | WOS:000418383600009 | - |
dc.publisher.place | Germany | - |
dc.identifier.issnl | 0168-9673 | - |