The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 00:23, 5 March 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
    0 references
    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

    Identifiers