Beispiele für 18.6.2018: 89-94
Themen Grandits(pgrand@fam.tuwien.ac.at)
Themen Kernecker(petra_kernecker@gmx.at)
Themen Warnung(richard.f.warnung@gmail.com)
Themen Weber (Christian.Weber@cor.fja.com)
An optimal consumption problem in finite time with a constraint on the ruin probability
Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon
Optimal consumption in a Brownian model with absorption and finite time horizon
Optimal consumption under deterministic income
Asymptotic behavior of an optimal barrier in a constraint optimal consumption problem