A continuous time solution for optimal claim limits in vehicle insurance

DOI10.1057/PALGRAVE.JORS.2600845zbMath1107.90326OpenAlexW2085687918MaRDI QIDQ3156457

J. S. Dagpunar

Publication date: 7 January 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600845

zbMATH Keywords

dynamic programmingstochastic processesinsurance

Mathematics Subject Classification ID

Traffic problems in operations research (90B20)

This page was built for publication: A continuous time solution for optimal claim limits in vehicle insurance