Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2063591500 / rank | |||
Normal rank |
Revision as of 20:20, 19 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