Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865)
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scientific article; zbMATH DE number 7430998
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal control of investment, premium and deductible for a non-life insurance company |
scientific article; zbMATH DE number 7430998 |
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Optimal control of investment, premium and deductible for a non-life insurance company (English)
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19 November 2021
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stochastic optimal control
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Hamilton-Jacobi-Bellman equation
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jump-diffusion
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adverse selection
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premium control
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deductible control
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optimal investment strategy
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0.9143306
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0.9088768
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0.90443367
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0.9004033
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0.89336616
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0.8920192
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0.8902636
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