Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735)
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scientific article; zbMATH DE number 6316509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dynamic Risk Control for Insurers with State-Dependent Income |
scientific article; zbMATH DE number 6316509 |
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Optimal Dynamic Risk Control for Insurers with State-Dependent Income (English)
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11 July 2014
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absolute ruin
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excess-of-loss reinsurance
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HJB equation
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liquid reserve
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state-dependent income
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