The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q181173 |
||
| Property / author | |||
| Property / author: Michael I. Taksar / rank | |||
Revision as of 08:11, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance |
scientific article |
Statements
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (English)
0 references
3 September 2007
0 references
proportional reinsurance
0 references
diffusion models
0 references
stochastic control theory
0 references
HJB equation
0 references
