//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~person:"Li, Zhongfei"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optimal control problem"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Control theory
2
Insurance
2
Kontrolltheorie
2
Reinsurance
2
Rückversicherung
2
Versicherung
2
Ambiguity-Averse Insurer
1
Incomplete market
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Reinsurance and investment strategy
1
Risikomodell
1
Risk model
1
Robust optimal control
1
Robust statistics
1
Robustes Verfahren
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Unvollkommener Markt
1
Utility maximization
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Li, Zhongfei
Young, Virginia R.
8
Bayraktar, Erhan
3
Cadenillas, Abel
3
Liang, Xiaoqing
3
Liang, Zongxia
3
Zeng, Yan
3
Bender, Christian
2
Brachetta, M.
2
Bäuerle, Nicole
2
Ceci, C.
2
Dokučaev, Nikolaj G.
2
Eisenberg, Julia
2
Grandits, Peter
2
Han, Xia
2
Liang, Zhibin
2
Lu, Yi
2
Muthuraman, Kumar
2
Runggaldier, Wolfgang J.
2
Shen, Yang
2
Taksar, Michael I.
2
Wang, Suxin
2
Zeng, Xudong
2
Zou, Bin
2
Angoshtari, Bahman
1
Avanzi, Benjamin
1
Barth, Andrea
1
Bi, Junna
1
Björk, Tomas
1
Blatter, Anja
1
Brinker, Leonie Violetta
1
Cai, Jun
1
Chen, Mi
1
Chen, Shumin
1
Chen, Zhiping
1
Choulli, Tahir
1
Christensen, Bent Jesper
1
Cohen, Asaf
1
Colaneri, Katia
1
Cui, Xiangyu
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
2
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->