The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:48, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal policy for insurance company under consideration of internal competition and the time value of ruin |
scientific article |
Statements
The optimal policy for insurance company under consideration of internal competition and the time value of ruin (English)
0 references
9 December 2014
0 references
dividend payment
0 references
proportional reinsurance
0 references
internal competition
0 references
Hamilton-Jacobi-Bellman (HJB) equation
0 references
