21 citations · 22 across the 2 of their papers we have counts for
2 papers
q-fin.PR2008★ 1 cited
Insurance, Reinsurance and Dividend Payment
D. Goreac
The aim of this paper is to introduce an insurance model allowing reinsurance and dividend payment. Our model deals with several homogeneous contracts and takes into account the le…
math.OC2008★ 21 cited
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
D. Goreac
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a firs…