Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon (Q6199252)
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scientific article; zbMATH DE number 7808949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon |
scientific article; zbMATH DE number 7808949 |
Statements
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon (English)
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23 February 2024
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optimal reinsurance
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optimal dividend payout
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free boundary problem
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dynamic programming
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stochastic optimal control
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mixed singular-classical stochastic control
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