Optimal impulse and regular control strategies for proportional reinsurance problem
From MaRDI portal
Publication:2386802
DOI10.1007/BF02936561zbMath1079.60071MaRDI QIDQ2386802
Kun Hui Liu, Bing Xia, Ruicheng Yang
Publication date: 25 August 2005
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
60J60: Diffusion processes
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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