Threshold control of mutual insurance with limited commitment

DOI10.1016/J.INSMATHECO.2008.03.011zbMath1140.91430OpenAlexW2135772562MaRDI QIDQ938041

Jia Yan, John J. Liu, Kevin X. Li

Publication date: 18 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.011

zbMATH Keywords

stochastic programmingdiffusion processthreshold controllimited commitmentmutual insurance

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Optimal long-term contracts with disability insurance under limited commitment

Cites Work

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