Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks (Q5063729): Difference between revisions
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Revision as of 22:19, 12 February 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 |
Statements
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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