Optimal control for insurers with a jump-diffusion risk process

DOI10.13371/J.CNKI.CHIN.Q.J.M.2015.04.009MaRDI QIDQ2994030zbMATH OpenFDO

Authors Kun Wu, Jian-Wu Xiao, Ronghua Luo

Publication date 10 August 2016

zbMATH Keywords

HJB equationjump-diffusion processvariance principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

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Cited in

(3)

• Insurance pricing using \(H_{\infty}\)-control
• Optimal reinsurance under a jump diffusion model
• scientific article; zbMATH DE number 7071860 (Why is no real title available?)

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