Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Approximation of Optimal Reinsurance and Dividend Payout Policies - MaRDI portal

Approximation of Optimal Reinsurance and Dividend Payout Policies (Q4464015)

From MaRDI portal
scientific article; zbMATH DE number 2067110
Language Label Description Also known as
English
Approximation of Optimal Reinsurance and Dividend Payout Policies
scientific article; zbMATH DE number 2067110

    Statements

    title
    Approximation of Optimal Reinsurance and Dividend Payout Policies (English)
    0 references
    author
    Nicole Bäuerle
    0 references
    publication date
    27 May 2004
    0 references
    zbMATH Keywords
    dividend payout
    0 references
    proportional reinsurance
    0 references
    piecewise deterministic process
    0 references
    diffusion process
    0 references
    asymptotic optimality
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    cites work
    Q5532900
    0 references
    Q5630880
    0 references
    Q3136505
    0 references
    Q4086303
    0 references
    Q4032143
    0 references
    Q3868650
    0 references
    Aspects of risk theory
    0 references
    Q3910361
    0 references
    Q2730383
    0 references
    Q4004190
    0 references
    Q4139359
    0 references
    Q4791448
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    49L20
    0 references
    93E20
    0 references
    zbMATH DE Number
    2067110
    0 references
    OpenAlex ID
    W3122618443
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4464015&oldid=34361980"
    Powered by MediaWiki