Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model |
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Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (English)
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13 January 2011
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compound Poisson model
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dividend strategy
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HJB equation
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regime switching
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reinsurance
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viscosity solution
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