%0 Generic
%T Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate
%A Guerdouh, Dalila
%A Khelfallah, Nabil
%A Vives, Josep
%@ 1911-8074
%K forward-backward stochastic differential equations
%K teugels martingales
%K lévy processes
%K optimal premium policies
%K Aufsatz in Zeitschrift
%D 2022
%U http://slubdd.de/katalog?TN_libero_mab2
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