Barrier present value maximization for a diffusion model of insurance surplus (Q4575383)

From MaRDI portal
Revision as of 03:57, 16 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6903570
Language Label Description Also known as
English
Barrier present value maximization for a diffusion model of insurance surplus
scientific article; zbMATH DE number 6903570

    Statements

    title
    Barrier present value maximization for a diffusion model of insurance surplus (English)
    0 references
    author
    Shangzhen Luo
    0 references
    Ming-Ming Wang
    0 references
    publication date
    13 July 2018
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    93E20
    0 references
    60J70
    0 references
    zbMATH DE Number
    6903570
    0 references
    zbMATH Keywords
    barrier present value
    0 references
    reinsurance
    0 references
    investment
    0 references
    HJB equation
    0 references
    diffusion approximation
    0 references
    OpenAlex ID
    W1979033281
    0 references
    cites work
    Q3150773
    0 references
    Q3910361
    0 references
    Q5434181
    0 references
    Q4255599
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4575383&oldid=36408736"
    Powered by MediaWiki