Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number: 6551183 / rank | |||
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economics | |||
| Property / zbMATH Keywords: economics / rank | |||
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optimal dividend | |||
| Property / zbMATH Keywords: optimal dividend / rank | |||
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HJB equation | |||
| Property / zbMATH Keywords: HJB equation / rank | |||
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proportional reinsurance | |||
| Property / zbMATH Keywords: proportional reinsurance / rank | |||
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interest | |||
| Property / zbMATH Keywords: interest / rank | |||
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Revision as of 12:45, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control with restrictions for a diffusion risk model under constant interest force |
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Optimal control with restrictions for a diffusion risk model under constant interest force (English)
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8 March 2016
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economics
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optimal dividend
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HJB equation
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proportional reinsurance
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interest
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