Giorgio Ferrari, Maren Schmeck and Jan-Henrik Steg at the XLI AMASES Conference (September 14-16)
Veröffentlicht am 7. September 2017, 13:07 Uhr
Three members of the IMW are presenting at the XLI AMASES Conference in Cagliari, September 14-16 2017: Giorgio Ferrari is presenting the paper On the optimal management of public debt: a singular stochastic control problem, Jan-Henrik Steg is presenting the paper on Quick or persistent? On the feedback effects between first and second-mover advantages in a stochastic investment game and Maren Schmeck is presenting the paper on Optimal reinsurance under regime switching in a Brownian risk model.
Gesendet von MHector in Forschung