Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks (Q5063729): Difference between revisions

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Latest revision as of 21:31, 19 March 2024

scientific article; zbMATH DE number 7494444
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English
Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks
scientific article; zbMATH DE number 7494444

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    Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks (English)
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    21 March 2022
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    dependent risks
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    optimal dividend
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    optimal reinsurance
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    HJB equation
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