Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk control and dividend distribution policies for a diffusion model with terminal value |
scientific article |
Statements
Optimal risk control and dividend distribution policies for a diffusion model with terminal value (English)
0 references
24 January 2013
0 references
cheap reinsurance
0 references
dividend
0 references
excess-of-loss reinsurance
0 references
expected value principle
0 references
HJB equation
0 references
terminal value
0 references
0 references
0 references
0 references
0 references
0 references
0 references
