Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / zbMATH DE Number: 6033264 / rank | |||
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optimal dividends | |||
Property / zbMATH Keywords: optimal dividends / rank | |||
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optimal reinsurance | |||
Property / zbMATH Keywords: optimal reinsurance / rank | |||
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ruin | |||
Property / zbMATH Keywords: ruin / rank | |||
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stochastic optimal control | |||
Property / zbMATH Keywords: stochastic optimal control / rank | |||
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Legendre dual | |||
Property / zbMATH Keywords: Legendre dual / rank | |||
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Revision as of 20:20, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Dividends and reinsurance under a penalty for ruin |
scientific article |
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Dividends and reinsurance under a penalty for ruin (English)
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11 May 2012
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optimal dividends
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optimal reinsurance
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ruin
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stochastic optimal control
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Legendre dual
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