Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process (Q3607206)
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scientific article; zbMATH DE number 5521283
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| English | Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process |
scientific article; zbMATH DE number 5521283 |
Statements
28 February 2009
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ruin probability
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investment strategy
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stochastic control theory
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Hamilton-Jacobi-Bellman equation
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0.8461064696311951
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0.8291579484939575
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