Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6033264 / rank | |||
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| Property / zbMATH Keywords | |||
optimal dividends | |||
| Property / zbMATH Keywords: optimal dividends / rank | |||
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| Property / zbMATH Keywords | |||
optimal reinsurance | |||
| Property / zbMATH Keywords: optimal reinsurance / rank | |||
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ruin | |||
| Property / zbMATH Keywords: ruin / rank | |||
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| Property / zbMATH Keywords | |||
stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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| Property / zbMATH Keywords | |||
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 |
|---|---|---|---|
| English | Dividends and reinsurance under a penalty for ruin |
scientific article |
Statements
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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