Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks

DOI10.1360/012016-9zbMath1499.91096OpenAlexW2582588803MaRDI QIDQ5063729

Lihua Bai, Jun-Yi Guo, Ya-Nan Li

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012016-9

zbMATH Keywords

HJB equationoptimal reinsuranceoptimal dividenddependent risks

Mathematics Subject Classification ID

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

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