Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of investment, premium and deductible for a non-life insurance company |
scientific article |
Statements
Optimal control of investment, premium and deductible for a non-life insurance company (English)
0 references
19 November 2021
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
jump-diffusion
0 references
adverse selection
0 references
premium control
0 references
deductible control
0 references
optimal investment strategy
0 references
