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scientific article; zbMATH DE number 7267494
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scientific article; zbMATH DE number 7267494

    Statements

    author
    Chun-Xiang A
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    Yi Shao
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    publication date
    27 October 2020
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    zbMATH Keywords
    proportion reinsurance
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    CEV model
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    stochastic differential delay equation
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    Hamilton-Jacobi-Bellman equation
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    34K50
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    60H10
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    zbMATH DE Number
    7267494
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