Optimal non-proportional reinsurance control and stochastic differential games (Q2276206)
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scientific article; zbMATH DE number 5934627
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| English | Optimal non-proportional reinsurance control and stochastic differential games |
scientific article; zbMATH DE number 5934627 |
Statements
Optimal non-proportional reinsurance control and stochastic differential games (English)
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1 August 2011
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non-proportional reinsurance
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HJB equation
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ruin probability
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stochastic control
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stochastic differential game
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0.936195194721222
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0.8953282237052917
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0.8931795358657837
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0.8829342722892761
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0.8813028931617737
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