Optimal proportional reinsurance policies for stochastic models (Q5216270)
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scientific article; zbMATH DE number 7168078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance policies for stochastic models |
scientific article; zbMATH DE number 7168078 |
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Optimal proportional reinsurance policies for stochastic models (English)
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17 February 2020
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proportional reinsurance
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investment
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time of ruin
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stochastic control
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embedded value
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Hamilton-Jacobi-Bellman equation
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