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Filtering by: Subject Farm management -- Mathematical models Remove constraint Subject: Farm management -- Mathematical models Advisor Thomann, Enrique A. Remove constraint Advisor: Thomann, Enrique A.

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  • Optimization, conservation and valuation of contingent claims in economic resource management under uncertainty

    Creator:
    Jia, Siwei
    Abstract:
    This dissertation consists of three papers studying optimization, conservation and valuation of contingent claims in economic resource nianagement under uncertainty. In the first paper the Markovian optinial policies are studied for resource management in a finite time horizon. Under sonic conditions, in particular, when the prices are stochastic and there...
    Resource Type:
    Dissertation
    Full Text:
    . Mathematical Biosciences 12, 245-260. Reed, J. W., 1974. A stochastic model for the economic management of a

  • Ruin Problems with Risky Investments

    Creator:
    Loke, Sooie-Hoe
    Abstract:
    In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
    Resource Type:
    Dissertation
    Full Text:
    . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2. CLASSICAL DUAL RISK MODEL