Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152)
From MaRDI portal
scientific article; zbMATH DE number 2237343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk control and dividend policies under excess of loss reinsurance |
scientific article; zbMATH DE number 2237343 |
Statements
Optimal risk control and dividend policies under excess of loss reinsurance (English)
0 references
9 December 2005
0 references
stochastic control
0 references
jump diffusion
0 references
insurance
0 references
integro-differential Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
Howard algorithm
0 references
