Stochastic optimization in insurance. A dynamic programming approach (Q5414686)
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scientific article; zbMATH DE number 6292828
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| English | Stochastic optimization in insurance. A dynamic programming approach |
scientific article; zbMATH DE number 6292828 |
Statements
Stochastic Optimization in Insurance (English)
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7 May 2014
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viscositiy solutions
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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optimal reinsurance
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optimal investment
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dividends
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0.8470315933227539
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0.8402613401412964
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0.8216490149497986
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