Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance (Q5852469)

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scientific article; zbMATH DE number 5663436
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Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
scientific article; zbMATH DE number 5663436

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    Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance (English)
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    27 January 2010
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    stochastic control
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    risk theory
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    dividends
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