The optimal strategy for an insurance company under the influence of the terminal value

DOI10.1016/S0252-9602(11)60299-3zbMath1240.91053OpenAlexW1981296212MaRDI QIDQ655880

Haili Yuan, Wei Liu, Hu, Yijun

Publication date: 27 January 2012

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(11)60299-3

zbMATH Keywords

terminal valueHJB equationproportional reinsuranceoptimal policy

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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