Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance (Q3300168)
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scientific article; zbMATH DE number 7225159
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| English | Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance |
scientific article; zbMATH DE number 7225159 |
Statements
28 July 2020
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Hamilton-Jacobi-Bellman equation
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Volterra equation
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block-by-block method
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reinsurance
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dividends
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ruin probability
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ruin probability target
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0.8402084708213806
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0.8254181742668152
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0.8254181742668152
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0.8197166323661804
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0.8167950510978699
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