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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