scientific article

zbMath1154.91511MaRDI QIDQ3599299

Jianjing Ma, Jingzhen Liu, Lihua Bai

Publication date: 3 February 2009

Full work available at URL: http://www.m-hikari.com/ams/ams-password-2008/ams-password17-20-2008/maAMS17-20-2008.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equationinterest ratecompound Poisson processproportional reinsurancethe probability of ruin

Mathematics Subject Classification ID

Optimal stochastic control (93E20)