Optimal reinsurance: minimize the expected time to reach a goal (Q4575374)
From MaRDI portal
scientific article; zbMATH DE number 6903563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance: minimize the expected time to reach a goal |
scientific article; zbMATH DE number 6903563 |
Statements
Optimal reinsurance: minimize the expected time to reach a goal (English)
0 references
13 July 2018
0 references
proportional reinsurance
0 references
diffusion approximation model
0 references
HJB equations
0 references
cheap/non-cheap reinsurance
0 references
stochastic control
0 references
0 references
0 references
0 references
