Optimal control for insurers with a jump-diffusion risk process (Q2994030)
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scientific article; zbMATH DE number 6612537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal control for insurers with a jump-diffusion risk process |
scientific article; zbMATH DE number 6612537 |
Statements
10 August 2016
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HJB equation
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variance principle
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jump-diffusion process
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0.8922584652900696
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0.872951328754425
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0.8614488840103149
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0.8553261160850525
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