Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091)
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scientific article; zbMATH DE number 6128941
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| English | Optimal risk control and dividend distribution policies for a diffusion model with terminal value |
scientific article; zbMATH DE number 6128941 |
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Optimal risk control and dividend distribution policies for a diffusion model with terminal value (English)
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24 January 2013
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cheap reinsurance
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dividend
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excess-of-loss reinsurance
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expected value principle
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HJB equation
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terminal value
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0.94523203
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0.93934375
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0.9308542
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0.9280386
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0.9217002
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0.9194844
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0.9164822
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0.91579837
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