ARTICLE
|
doi:10.20944/preprints202311.1796.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Dividend optimization; entropy regularization; distributional control; exploratory HJB
Online: 28 November 2023 (10:23:46 CET)
ARTICLE
|
doi:10.20944/preprints201801.0239.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
inflation-indexed bond; DC pension plan; stochastic optimal control; dynamic programming approach; HJB equation.
Online: 25 January 2018 (09:17:12 CET)
ARTICLE
|
doi:10.20944/preprints201901.0121.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
ruin probability; jump-diffusion; HJB equation; Volterra equation; block-by-block method; proportional reinsurance; investments
Online: 24 January 2019 (08:52:20 CET)