Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283)
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scientific article; zbMATH DE number 6238137
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| English | Minimising expected discounted capital injections by reinsurance in a classical risk model |
scientific article; zbMATH DE number 6238137 |
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Minimising expected discounted capital injections by reinsurance in a classical risk model (English)
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13 December 2013
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optimal control
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stochastic control
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Hamilton-Jacobi-Bellman equation
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capital injections
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classical risk model
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reinsurance
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0.8861616849899292
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0.8773658871650696
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0.8644872307777405
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0.8581172227859497
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0.8307641744613647
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