Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152): Difference between revisions

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Latest revision as of 13:04, 11 June 2024

scientific article; zbMATH DE number 2237343
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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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