Stochastic Optimization in Insurance (Q5414686)

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scientific article; zbMATH DE number 6292828
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English
Stochastic Optimization in Insurance
scientific article; zbMATH DE number 6292828

    Statements

    title
    Stochastic Optimization in Insurance (English)
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    author
    Pablo Azcue
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    Nora Muler
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    publication date
    7 May 2014
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    zbMATH Keywords
    viscositiy solutions
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    optimal reinsurance
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    optimal investment
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    dividends
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91B30
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    93E03
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    93E20
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    49L20
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    49L25
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    49N90
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    91G80
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    zbMATH DE Number
    6292828
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