Barrier present value maximization for a diffusion model of insurance surplus (Q4575383): 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/10.1080/03461238.2015.1031165 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979033281 / rank | |||
Normal rank | |||
Revision as of 03:38, 20 March 2024
scientific article; zbMATH DE number 6903570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier present value maximization for a diffusion model of insurance surplus |
scientific article; zbMATH DE number 6903570 |
Statements
Barrier present value maximization for a diffusion model of insurance surplus (English)
0 references
13 July 2018
0 references
barrier present value
0 references
reinsurance
0 references
investment
0 references
HJB equation
0 references
diffusion approximation
0 references
