On optimal dividend and reinsurance problems in the diffusion risk model with random time horizon (Q3380652)
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scientific article; zbMATH DE number 7403544
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| English | On optimal dividend and reinsurance problems in the diffusion risk model with random time horizon |
scientific article; zbMATH DE number 7403544 |
Statements
29 September 2021
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optimal dividends
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optimal reinsurance
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stochastic control
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0.8565210700035095
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0.842074990272522
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0.837864875793457
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0.8286255598068237
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