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scientific article; zbMATH DE number 7339069 - MaRDI portal

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DOI10.3969/J.ISSN.1001-8395.2020.05.021zbMath1474.91160MaRDI QIDQ4984626

Zhankui Wang, Hongmin Xiao, Yuedi Liu

Publication date: 26 April 2021

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equation diffusion approximation optimal reinsurance variance reinsurance premium delayed risk model

Mathematics Subject Classification ID

Dynamic programming (90C39) Actuarial mathematics (91G05)

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