Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"HJB Equation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
HJB equation
113
Theorie
56
Theory
56
Portfolio selection
50
Portfolio-Management
49
Stochastic process
39
Stochastischer Prozess
39
Mathematical programming
22
Mathematische Optimierung
22
Markov chain
21
Risiko
19
Risk
19
Markov-Kette
18
Control theory
16
Kontrolltheorie
16
Option pricing theory
15
Optionspreistheorie
15
Reinsurance
15
Risikomodell
14
Risk model
14
Rückversicherung
14
Hamilton-Jacobi-Bellman (HJB) equation
13
Dividend
11
Dynamic programming
11
Dividende
10
Dynamische Optimierung
10
Game theory
10
Optimal control
10
Regime-switching
10
Risikomanagement
10
Risk management
10
Spieltheorie
10
Volatility
8
Volatilität
8
Nutzen
7
Risikoaversion
7
Risk aversion
7
Utility
7
Insurance
6
Probability theory
6
more ...
less ...
Online availability
All
Undetermined
97
Free
33
CC license
5
Type of publication
All
Article
137
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Working Paper
10
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Article
6
more ...
less ...
Language
All
English
113
Undetermined
42
Author
All
Siu, Tak Kuen
7
Zhou, Ming
7
Forsyth, Peter
6
Shen, Yang
5
Zhao, Hui
5
Eisenberg, Julia
4
Fabrykowski, Lukas
4
Guo, Junyi
4
Rong, Ximin
4
Schmeck, Maren Diane
4
Bian, Baojun
3
Bo, Lijun
3
Eriksson, Marcus
3
Escobar, Marcos
3
Ferrari, Giorgio
3
Keller, Godfrey
3
Lempa, Jukka
3
Ma, Guiyuan
3
Rady, Sven
3
Schuhmann, Patrick
3
Zhang, Xiaoyi
3
Zhu, Shihao
3
Zhu, Song-Ping
3
Alwardi, H.
2
Bai, Lihua
2
Bäuerle, Nicole
2
Cai, Jun
2
Chen, Xinfu
2
Guo, Wenjing
2
Guo, Xianping
2
Hessing, Jean-Claude
2
Hu, Yijun
2
Huang, Yonghui
2
Insley, Margaret
2
Jennings, L.
2
Kato, Takashi
2
Kharroubi, Idris
2
Landriault, David
2
Lange, Rutger-Jan
2
Langrené, Nicolas
2
more ...
less ...
Institution
All
HAL
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Insurance / Mathematics & economics
15
Insurance: Mathematics and Economics
10
Risks : open access journal
6
International journal of theoretical and applied finance
5
Computational economics
4
Finance and stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Risks
4
Computational Statistics
3
Economic modelling
3
Finance and Stochastics
3
Mathematical Methods of Operations Research
3
Mathematics and financial economics
3
Mathematics of operations research
3
The North American journal of economics and finance : a journal of financial economics studies
3
Astin bulletin : the journal of the International Actuarial Association
2
Center for Mathematical Economics Working Papers
2
Economic Modelling
2
International journal of financial engineering
2
Journal of Economic Dynamics and Control
2
Journal of Global Optimization
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
MPRA Paper
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research letters
2
Quantitative finance
2
Scandinavian actuarial journal
2
The journal of computational finance
2
Working Papers / HAL
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of Finance
1
Annals of economics and finance
1
Annals of finance
1
Annals of financial economics
1
Applied economics
1
Asia Pacific financial markets
1
Asia-Pacific Financial Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
102
RePEc
43
EconStor
10
Showing
61
-
70
of
155
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
62
On the numerical solution of Mertonian control problems : a survey of the markov chain approximation method for the working economist
Ellersgaard, Simon
- In:
Computational economics
54
(
2019
)
3
,
pp. 1179-1211
Persistent link: https://www.econbiz.de/10012134515
Saved in:
63
Human capital accumulation and life-cycle earning
Zhang, Bo
;
Zhang, Zhixiang
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 611-631
Persistent link: https://www.econbiz.de/10012175623
Saved in:
64
Instantaneous control of Brownian motion with a positive lead time
Xu, Zhen
;
Zhang, Jiheng
;
Zhang, Rachel Q.
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
Saved in:
65
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
Saved in:
66
Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles
Bi, Junna
;
Chen, Kailing
- In:
RAIRO / Operations research
53
(
2019
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10012113620
Saved in:
67
Do time preferences matter in intertemporal consumption and portfolio decisions?
Chen, Shou
;
Xiang, Shengpeng
;
He, Hongbo
- In:
The B.E. journal of theoretical economics
19
(
2019
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012026852
Saved in:
68
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
69
Personal non-life insurance decisions and the welfare loss from flat deductibles
Steffensen, Mogens
;
Thøgersen, Julie
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 85-116
Persistent link: https://www.econbiz.de/10012105340
Saved in:
70
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
