Optimal non-proportional reinsurance control and stochastic differential games (Q2276206): Difference between revisions
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Revision as of 09:11, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal non-proportional reinsurance control and stochastic differential games |
scientific article |
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Optimal non-proportional reinsurance control and stochastic differential games (English)
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1 August 2011
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non-proportional reinsurance
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HJB equation
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ruin probability
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stochastic control
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stochastic differential game
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