Mustafa Asım ÖZALP, Kasirga YILDIRAK, Yeliz YOLCU OKUR

Optimal investment strategy and liability ratio for insurer with Lévy risk process

Hacettepe Journal of Mathematics and Statistics

2019-Cilt: 48 - Sayı: 4

1232-1249

Lévy risk process, Control theory, Pontryagin’s maximum principle, Optimal investment strategy, Optimal liability ratio

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