The control strategy of the optimal shareholder returns considering the reinsurance (Q2923763)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The control strategy of the optimal shareholder returns considering the reinsurance |
scientific article; zbMATH DE number 6364321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The control strategy of the optimal shareholder returns considering the reinsurance |
scientific article; zbMATH DE number 6364321 |
Statements
3 November 2014
0 references
stochastic control
0 references
HJB equation
0 references
proportional reinsurance
0 references
optimal control strategy
0 references
0.8658881
0 references
0.8628749
0 references
0.86015296
0 references
0.8597639
0 references
0.85885864
0 references
0.8579042
0 references
0.8559481
0 references
0.8554537
0 references
The control strategy of the optimal shareholder returns considering the reinsurance (English)
0 references
