Optimal risk and dividend distribution control models for an insurance company

DOI10.1007/s001860050001zbMath0947.91043OpenAlexW1999932850MaRDI QIDQ1974020

Michael I. Taksar

Publication date: 12 November 2000

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860050001

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic controlstochastic differential equationsreinsuranceruin problemshort survey

Mathematics Subject Classification ID

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