Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
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Publication:2631901
DOI10.1155/2019/6750892zbMath1411.91323OpenAlexW2910602298WikidataQ128621040 ScholiaQ128621040MaRDI QIDQ2631901
Publication date: 16 May 2019
Published in: Journal of Function Spaces (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/6750892
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