Optimal control and sensitivity analysis for two risk models (Q2816670)
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scientific article; zbMATH DE number 6619244
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| English | Optimal control and sensitivity analysis for two risk models |
scientific article; zbMATH DE number 6619244 |
Statements
Optimal Control and Sensitivity Analysis for Two Risk Models (English)
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25 August 2016
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assets selling
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bank loans
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dynamic programming
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nonproportional reinsurance
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optimal control
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periodic-review model
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0.823438286781311
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0.7910510301589966
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0.7902431488037109
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0.7858880758285522
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0.7820488214492798
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