Hamilton-Jacobi-Bellman Equation - Articles - Scientific Research Publishing

Optimal Dynamic Proportional and Excess of Loss Reinsurance under Dependent Risks (Articles)

Cristina Gosio, Ester C. Lari, Marina Ravera

Modern Economy Vol.7 No.6，June 15, 2016

DOI: 10.4236/me.2016.76075 1,974 Downloads 2,856 Views Citations
Optimal Investment Problem for Life Insurance Company by Considering Health-Level (Articles)

Jiachen Chen, Ximin Rong, Hui Zhao

Modern Economy Vol.10 No.4，April 9, 2019

DOI: 10.4236/me.2019.104075 754 Downloads 1,715 Views Citations
This article belongs to the Special Issue on Financial Modeling
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16，September 2, 2014

DOI: 10.4236/am.2014.516239 5,059 Downloads 7,354 Views Citations
Optimal Asset Allocation Strategy for Defined-Contribution Pension Plans with Different Power Utility Functions (Articles)

Qingping Ma

Open Access Library Journal Vol.1 No.4，July 21, 2014

DOI: 10.4236/oalib.1100754 1,724 Downloads 2,687 Views Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference (Articles)

Silas A. Ihedioha, Bright O. Osu

Open Access Library Journal Vol.2 No.12，December 29, 2015

DOI: 10.4236/oalib.1102033 1,057 Downloads 1,954 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4，October 25, 2017

DOI: 10.4236/jmf.2017.74043 963 Downloads 2,028 Views Citations
Optimal Dividend and Issuance of Equity Policies in the Presence of Interest (Articles)

Memory Mandiudza, Eriyoti Chikodza, Nicholas Mwareya

Journal of Mathematical Finance Vol.8 No.2，April 19, 2018

DOI: 10.4236/jmf.2018.82020 907 Downloads 1,940 Views Citations
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model (Articles)

Silas A. Ihedioha

Open Access Library Journal Vol.5 No.10，October 30, 2018

DOI: 10.4236/oalib.1104954 362 Downloads 962 Views Citations
Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate (Articles)

Kenneth Tiro, Othusitse Basimanebotlhe, Elias R. Offen

Journal of Mathematical Finance Vol.11 No.4，November 5, 2021

DOI: 10.4236/jmf.2021.114032 369 Downloads 1,248 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36092 4,381 Downloads 7,512 Views Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan (Articles)

Oteng Keganneng, Othusitse Basimanebotlhe

Open Access Library Journal Vol.9 No.6，June 30, 2022

DOI: 10.4236/oalib.1107970 213 Downloads 1,105 Views Citations
A Liability Tracking Approach to Long Term Management of Pension Funds (Articles)

Masashi Ieda, Takashi Yamashita, Yumiharu Nakano

Journal of Mathematical Finance Vol.3 No.3，August 22, 2013

DOI: 10.4236/jmf.2013.33040 4,548 Downloads 6,996 Views Citations
On Exact Solutions of Second Order Nonlinear Ordinary Differential Equations (Articles)

Amjed Zraiqat, Laith K. Al-Hwawcha

Applied Mathematics Vol.6 No.6，June 2, 2015

DOI: 10.4236/am.2015.66087 5,734 Downloads 9,686 Views Citations
The Pell Equation X² - Dy² = ± k² (Articles)

Amara Chandoul

Advances in Pure Mathematics Vol.1 No.2，March 30, 2011

DOI: 10.4236/apm.2011.12005 6,929 Downloads 17,429 Views Citations
On the Periodicity of Solutions of the System of Rational Difference Equations (Articles)

Abdullah Selçuk Kurbanli, Cengiz Çinar, Dağistan Şımşek

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24050 5,623 Downloads 10,676 Views Citations
On Polynomials Solutions of Quadratic Diophantine Equations (Articles)

Amara Chandoul

Advances in Pure Mathematics Vol.1 No.4，July 26, 2011

DOI: 10.4236/apm.2011.14028 5,583 Downloads 11,348 Views Citations
On the Behavior of Solutions of the System of Rational Difference Equations x_n+1=x_n-1/y_nx_n-1-1, y_n+1=y_n-1/x_ny_n-1-1, z_n+1=x_n/y_nz_n-1 (Articles)

Abdullah Selçuk Kurbanlı, Cengiz Çinar, Mehmet Emre Erdoğan

Applied Mathematics Vol.2 No.8，August 8, 2011

DOI: 10.4236/am.2011.28143 4,732 Downloads 10,338 Views Citations
Existence and Uniqueness of Global Smooth Solutions for Vlasov Maxwell Equations (Articles)

Lukas Degu Petros

Advances in Pure Mathematics Vol.8 No.1，January 29, 2018

DOI: 10.4236/apm.2018.81005 2,704 Downloads 3,546 Views Citations
This article belongs to the Special Issue on Differential Equation and Its Application
Primality Test (Articles)

Gabriele Martino

American Journal of Computational Mathematics Vol.3 No.1，March 28, 2013

DOI: 10.4236/ajcm.2013.31009 4,359 Downloads 7,003 Views Citations
The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information (Articles)

Jaykov Foukzon, Elena Men’kova, Alex Potapov

Open Journal of Optimization Vol.2 No.1，March 29, 2013

DOI: 10.4236/ojop.2013.21003 3,804 Downloads 8,256 Views Citations

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