The optimal reinsurance strategy associated with the capital market returns change (Q5498464)
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scientific article; zbMATH DE number 6402380
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| English | The optimal reinsurance strategy associated with the capital market returns change |
scientific article; zbMATH DE number 6402380 |
Statements
11 February 2015
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stochastic control
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HJB equation
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proportional reinsurance
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optimal control strategy
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0.8303624391555786
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0.8237295150756836
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0.8138669729232788
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0.8134614825248718
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