A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594): Difference between revisions
From MaRDI portal
Latest revision as of 12:12, 16 July 2024
scientific article; zbMATH DE number 6930155
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on optimal expected utility of dividend payments with proportional reinsurance |
scientific article; zbMATH DE number 6930155 |
Statements
A note on optimal expected utility of dividend payments with proportional reinsurance (English)
0 references
31 August 2018
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal dividend
0 references
proportional reinsurance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references