Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (Q2392647)
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scientific article; zbMATH DE number 6194189
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| English | Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value |
scientific article; zbMATH DE number 6194189 |
Statements
Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value (English)
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2 August 2013
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bankruptcy value
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diffusion models
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Hamilton-Jacobi-Bellman equation
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proportional reinsurance
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0.8979727029800415
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0.8709414005279541
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0.8602666258811951
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0.8600037097930908
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0.8500336408615112
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