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Stochastic Controls with Terminal Contingent Conditions

1999102 citationsJournal Article

Authors

Nikolai Dokuchaev · N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences

Xun Yu Zhou · Chinese University of Hong Kong

Topics & Keywords

Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management Risk and Portfolio Optimization

Publication Details

Published in: Journal of Mathematical Analysis and Applications

Volume 238, Issue 1, pp. 143-165

DOI: 10.1006/jmaa.1999.6515

Field-Weighted Citation Impact: 1.31

Stochastic Controls with Terminal Contingent Conditions | Researchclopedia