A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594)
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scientific article; zbMATH DE number 6930155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal expected utility of dividend payments with proportional reinsurance |
scientific article; zbMATH DE number 6930155 |
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A note on optimal expected utility of dividend payments with proportional reinsurance (English)
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31 August 2018
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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optimal dividend
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proportional reinsurance
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