The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance |
scientific article |
Statements
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (English)
0 references
3 September 2007
0 references
proportional reinsurance
0 references
diffusion models
0 references
stochastic control theory
0 references
HJB equation
0 references
