Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015)
From MaRDI portal
scientific article; zbMATH DE number 2067110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Optimal Reinsurance and Dividend Payout Policies |
scientific article; zbMATH DE number 2067110 |
Statements
Approximation of Optimal Reinsurance and Dividend Payout Policies (English)
0 references
27 May 2004
0 references
dividend payout
0 references
proportional reinsurance
0 references
piecewise deterministic process
0 references
diffusion process
0 references
asymptotic optimality
0 references
Hamilton-Jacobi-Bellman equation
0 references
