Optimal dynamic risk control for insurers with state-dependent income (Q5169735)
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scientific article; zbMATH DE number 6316509
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| English | Optimal dynamic risk control for insurers with state-dependent income |
scientific article; zbMATH DE number 6316509 |
Statements
Optimal Dynamic Risk Control for Insurers with State-Dependent Income (English)
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11 July 2014
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absolute ruin
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excess-of-loss reinsurance
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HJB equation
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liquid reserve
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state-dependent income
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0.8492936491966248
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0.8428658246994019
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0.8393563628196716
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0.8384017944335938
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