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Optimal Dynamic Risk Control for Insurers with State-Dependent Income - MaRDI portal

Optimal Dynamic Risk Control for Insurers with State-Dependent Income (Q5169735)

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scientific article; zbMATH DE number 6316509
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English
Optimal Dynamic Risk Control for Insurers with State-Dependent Income
scientific article; zbMATH DE number 6316509

    Statements

    title
    Optimal Dynamic Risk Control for Insurers with State-Dependent Income (English)
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    author
    Ming Zhou
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    Jun Cai
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    publication date
    11 July 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91B30
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    91B70
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    91G10
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    60H30
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    zbMATH DE Number
    6316509
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    OpenAlex ID
    W2090697813
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