Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015)
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scientific article; zbMATH DE number 2067110
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| English | Approximation of Optimal Reinsurance and Dividend Payout Policies |
scientific article; zbMATH DE number 2067110 |
Statements
Approximation of Optimal Reinsurance and Dividend Payout Policies (English)
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27 May 2004
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dividend payout
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proportional reinsurance
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piecewise deterministic process
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diffusion process
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asymptotic optimality
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Hamilton-Jacobi-Bellman equation
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0.8349775671958923
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0.8336671590805054
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0.8304024934768677
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0.8304024934768677
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