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Q5498464 - MaRDI portal

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scientific article; zbMATH DE number 6402380
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English
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scientific article; zbMATH DE number 6402380

    Statements

    author
    Liyang Mi
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    Hua Hu
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    publication date
    11 February 2015
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    zbMATH Keywords
    stochastic control
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    HJB equation
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    proportional reinsurance
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    optimal control strategy
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    93E20
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    zbMATH DE Number
    6402380
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