The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513)
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scientific article; zbMATH DE number 6378549
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| English | The optimal policy for insurance company under consideration of internal competition and the time value of ruin |
scientific article; zbMATH DE number 6378549 |
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The optimal policy for insurance company under consideration of internal competition and the time value of ruin (English)
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9 December 2014
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dividend payment
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proportional reinsurance
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internal competition
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Hamilton-Jacobi-Bellman (HJB) equation
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0.8772388100624084
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0.8356078267097473
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0.8141127228736877
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0.8128119707107544
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0.8047894835472107
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