Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085)
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scientific article; zbMATH DE number 6551183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control with restrictions for a diffusion risk model under constant interest force |
scientific article; zbMATH DE number 6551183 |
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Optimal control with restrictions for a diffusion risk model under constant interest force (English)
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8 March 2016
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economics
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optimal dividend
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HJB equation
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proportional reinsurance
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interest
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