A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170)
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scientific article; zbMATH DE number 7144243
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| English | A fully nonlinear free boundary problem arising from optimal dividend and risk control model |
scientific article; zbMATH DE number 7144243 |
Statements
A fully nonlinear free boundary problem arising from optimal dividend and risk control model (English)
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18 December 2019
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parabolic variational inequality
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free boundary
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stochastic optimal control
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insurance
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reinsurance
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0.8588997721672058
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0.8567248582839966
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0.8356683850288391
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0.8287277817726135
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0.8141600489616394
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