Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

DOI10.1007/BF03191909zbMath1187.93138OpenAlexW1551584821MaRDI QIDQ5852469

Stefan Thonhauser, Hansjoerg Albrecher

Publication date: 27 January 2010

Published in: Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/43697

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingstochastic controldividendsrisk theory

Mathematics Subject Classification ID

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