Barrier present value maximization for a diffusion model of insurance surplus (Q4575383): Difference between revisions

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Latest revision as of 03:57, 16 July 2024

scientific article; zbMATH DE number 6903570
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Barrier present value maximization for a diffusion model of insurance surplus
scientific article; zbMATH DE number 6903570

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    Barrier present value maximization for a diffusion model of insurance surplus (English)
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    13 July 2018
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    barrier present value
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    reinsurance
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    investment
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    HJB equation
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    diffusion approximation
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