Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs (Q4455897)

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scientific article; zbMATH DE number 2059343
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Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
scientific article; zbMATH DE number 2059343

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    Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs (English)
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    16 March 2004
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    dynamic premium control
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    non-life insurance
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    maximizing dividend pay-outs
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    Bellman equation
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    barrier strategy
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    De Vylder approximation
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