OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL (Q3370589)
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scientific article; zbMATH DE number 5004612
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| English | OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL |
scientific article; zbMATH DE number 5004612 |
Statements
OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL (English)
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8 February 2006
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Cramér-Lundberg process
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dividend payouts
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insurance
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reinsurance
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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risk control
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dynamic programming principle
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0.86494076
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0.8586989
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0.8586738
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0.8513761
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0.8458232
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0.8444068
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0.8424588
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