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Stochastic Optimal Control of Financial and Insurance Stochastic Models

  • Anatoly Swishchuk
Part of the Mathematics and Its Applications book series (MAIA, volume 504)

Abstract

The optimal stochastic control of financial and insurance stochastic models such as dynamics of stocks prices and risk processes in semi-Markov random media is investigated The cost functions are introduced and the dynamical programming equations are derived for these systems [137, 143, 151, 133, 131].

Keywords

Stock Price Regular Point Admissible Control Bellman Equation Insurance Model 
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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Anatoly Swishchuk
    • 1
  1. 1.Institute of MathematicsNational Academy of SciencesKievUkraine

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