Optimal dividend strategies for a catastrophe insurer (Q6581631)
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scientific article; zbMATH DE number 7889736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend strategies for a catastrophe insurer |
scientific article; zbMATH DE number 7889736 |
Statements
Optimal dividend strategies for a catastrophe insurer (English)
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31 July 2024
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optimal dividends
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shot-noise Cox process
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insurance
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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optimal control
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