Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q490303 |
||
Property / author | |||
Property / author: Jun-Yi Guo / rank | |||
Revision as of 17:58, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control with restrictions for a diffusion risk model under constant interest force |
scientific article |
Statements
Optimal control with restrictions for a diffusion risk model under constant interest force (English)
0 references
8 March 2016
0 references
economics
0 references
optimal dividend
0 references
HJB equation
0 references
proportional reinsurance
0 references
interest
0 references