Barrier present value maximization for a diffusion model of insurance surplus (Q4575383)
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scientific article; zbMATH DE number 6903570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier present value maximization for a diffusion model of insurance surplus |
scientific article; zbMATH DE number 6903570 |
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Barrier present value maximization for a diffusion model of insurance surplus (English)
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13 July 2018
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barrier present value
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reinsurance
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investment
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HJB equation
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diffusion approximation
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