نتایج جستجو برای: continuous model
تعداد نتایج: 2309834 فیلتر نتایج به سال:
Journal:
:Mathematical Population Studies
2019
Journal:
:Theory of Computing Systems
2007
Journal:
:Finance and Stochastics
2023
This paper deals with an optimal linear insurance demand model, where the protection buyer can also exert a time-dynamic costly prevention effort to reduce her risk exposure. is expressed as stochastic control problem that consists in maximising exponential utility of terminal wealth. We assume reduces intensity jump arrival process and interpret this dynamic self-protection. solve by using pro...
Journal:
:Mathematical Game Theory and Applications
2020
Journal:
:Chaos, Solitons & Fractals
2020
Journal:
:SIAM Journal on Financial Mathematics
2010
Journal:
:Journal of Functional Analysis
2019
Journal:
:International Journal for Numerical Methods in Engineering
2019
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