The optimal investment, liability and dividends in insurance

DOI10.1007/s40305-020-00292-yzbMath1488.91091OpenAlexW3015461422MaRDI QIDQ2240112

Ping-Jin Deng, Xiaowei Chen, Xiu-Fang Li

Publication date: 5 November 2021

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-020-00292-y

zbMATH Keywords

HJB equationoptimal dividendsasset and liability management

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Cites Work

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