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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| English | 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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0.8312814235687256
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0.827578604221344
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0.8171038627624512
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0.8086996674537659
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