A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594): Difference between revisions

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Latest revision as of 12:12, 16 July 2024

scientific article; zbMATH DE number 6930155
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English
A note on optimal expected utility of dividend payments with proportional reinsurance
scientific article; zbMATH DE number 6930155

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    A note on optimal expected utility of dividend payments with proportional reinsurance (English)
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    31 August 2018
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    stochastic optimal control
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    Hamilton-Jacobi-Bellman equation
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    optimal dividend
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    proportional reinsurance
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