Optimal reinsurance and dividend under model uncertainty
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Publication:6131024
DOI10.1007/s11424-023-1237-6OpenAlexW4321352326MaRDI QIDQ6131024
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Publication date: 3 April 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-023-1237-6
Dynamic programming in optimal control and differential games (49L20) Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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Cites Work
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