Nonlinear impulse capital injections problem with reinsurance control (Q5063662)
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scientific article; zbMATH DE number 7494383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear impulse capital injections problem with reinsurance control |
scientific article; zbMATH DE number 7494383 |
Statements
Nonlinear impulse capital injections problem with reinsurance control (English)
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21 March 2022
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variance premium principle
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reinsurance strategy
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impulse capital injection
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nonlinear cost function
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Hamilton-Jacobi-Bellman equation
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