The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513)
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scientific article; zbMATH DE number 6378549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal policy for insurance company under consideration of internal competition and the time value of ruin |
scientific article; zbMATH DE number 6378549 |
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The optimal policy for insurance company under consideration of internal competition and the time value of ruin (English)
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9 December 2014
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dividend payment
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proportional reinsurance
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internal competition
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Hamilton-Jacobi-Bellman (HJB) equation
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