Dividends and reinsurance under a penalty for ruin (Q414614)
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scientific article; zbMATH DE number 6033264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividends and reinsurance under a penalty for ruin |
scientific article; zbMATH DE number 6033264 |
Statements
Dividends and reinsurance under a penalty for ruin (English)
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11 May 2012
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optimal dividends
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optimal reinsurance
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ruin
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stochastic optimal control
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Legendre dual
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