On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118): Difference between revisions
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optimal dividend problem | |||
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insurance risk models | |||
| Property / zbMATH Keywords: insurance risk models / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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barrier strategy | |||
| Property / zbMATH Keywords: barrier strategy / rank | |||
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integro-differential Hamilton-Jacobi-Bellman equation | |||
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Gerber-Shiu function | |||
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Revision as of 16:10, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimal dividend problem for insurance risk models with surplus-dependent premiums |
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On the optimal dividend problem for insurance risk models with surplus-dependent premiums (English)
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22 April 2016
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optimal dividend problem
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insurance risk models
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stochastic control
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barrier strategy
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integro-differential Hamilton-Jacobi-Bellman equation
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Gerber-Shiu function
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