Stochastic optimization in insurance. A dynamic programming approach
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dividendsdynamic programmingHamilton-Jacobi-Bellman equationoptimal investmentoptimal reinsuranceviscositiy solutions
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of optimal control and differential games (49N90) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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