Minimisation of penalty payments by investments and reinsurance (Q303741)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimisation of penalty payments by investments and reinsurance |
scientific article |
Statements
Minimisation of penalty payments by investments and reinsurance (English)
0 references
22 August 2016
0 references
penalty payments
0 references
diffusion approximation
0 references
Hamilton-Jacobi-Bellman equation
0 references
investments
0 references
reinsurance
0 references
0 references
0 references
0 references