Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865): Difference between revisions
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Revision as of 09:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of investment, premium and deductible for a non-life insurance company |
scientific article |
Statements
Optimal control of investment, premium and deductible for a non-life insurance company (English)
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19 November 2021
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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jump-diffusion
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adverse selection
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premium control
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deductible control
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optimal investment strategy
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