Publication:5291186

zbMath1097.34539MaRDI QIDQ5291186

Zhimin Deng, Run-Chu Zhang

Publication date: 9 May 2006

zbMATH Keywords

forward-backward stochastic differential equations; proportional reinsurance

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

34F05: Ordinary differential equations and systems with randomness

34C60: Qualitative investigation and simulation of ordinary differential equation models