Stochastic Optimization in Insurance (Q5414686)

From MaRDI portal
Revision as of 23:54, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6292828
Language Label Description Also known as
English
Stochastic Optimization in Insurance
scientific article; zbMATH DE number 6292828

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    91-02
    0 references
    91B30
    0 references
    93E03
    0 references
    93E20
    0 references
    49L20
    0 references
    49L25
    0 references
    49N90
    0 references
    91G80
    0 references
    zbMATH DE Number
    6292828
    0 references
    OpenAlex ID
    W2504710205
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5414686&oldid=32480554"
    Powered by MediaWiki