The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512)
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scientific article; zbMATH DE number 5186584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance |
scientific article; zbMATH DE number 5186584 |
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The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (English)
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3 September 2007
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proportional reinsurance
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diffusion models
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stochastic control theory
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HJB equation
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