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Latest revision as of 17:24, 6 June 2024

scientific article; zbMATH DE number 2067110
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English
Approximation of Optimal Reinsurance and Dividend Payout Policies
scientific article; zbMATH DE number 2067110

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    Approximation of Optimal Reinsurance and Dividend Payout Policies (English)
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    27 May 2004
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    dividend payout
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    proportional reinsurance
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    piecewise deterministic process
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    diffusion process
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    asymptotic optimality
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    Hamilton-Jacobi-Bellman equation
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