Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152): Difference between revisions
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Revision as of 18:13, 19 March 2024
scientific article; zbMATH DE number 2237343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk control and dividend policies under excess of loss reinsurance |
scientific article; zbMATH DE number 2237343 |
Statements
Optimal risk control and dividend policies under excess of loss reinsurance (English)
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9 December 2005
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stochastic control
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jump diffusion
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insurance
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integro-differential Hamilton-Jacobi-Bellman equation
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viscosity solution
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Howard algorithm
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