Singular optimal control models of a proportional reinsurance problem (Q3016492)
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scientific article; zbMATH DE number 5926702
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| English | Singular optimal control models of a proportional reinsurance problem |
scientific article; zbMATH DE number 5926702 |
Statements
19 July 2011
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proportional reinsurance
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reserve fund
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singular stochastic control
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optimal control policy
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0.8535410165786743
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0.8500702381134033
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0.8436674475669861
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0.8356402516365051
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0.8332977294921875
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