Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividends and reinsurance under a penalty for ruin |
scientific article |
Statements
Dividends and reinsurance under a penalty for ruin (English)
0 references
11 May 2012
0 references
optimal dividends
0 references
optimal reinsurance
0 references
ruin
0 references
stochastic optimal control
0 references
Legendre dual
0 references
