The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

@@ Property / author @@
+Wei Liu
@@ Property / author: Wei Liu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6378549
@@ Property / zbMATH DE Number: 6378549 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dividend payment
@@ Property / zbMATH Keywords: dividend payment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+proportional reinsurance
@@ Property / zbMATH Keywords: proportional reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+internal competition
@@ Property / zbMATH Keywords: internal competition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman (HJB) equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-Bellman (HJB) equation / rank @@
+Normal rank

Revision as of 19:22, 30 June 2023