The optimal policy for insurance company under consideration of internal competition and the time value of ruin
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Publication:477513
DOI10.1007/s10255-014-0422-8zbMath1303.91092MaRDI QIDQ477513
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-014-0422-8
proportional reinsurance; dividend payment; internal competition; Hamilton-Jacobi-Bellman (HJB) equation
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