On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
type: Item
instance of: scholarly article
title: On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance
zbMATH Open document ID: 0906.90170
DOI: 10.1016/S0167-6687(98)00010-9
author: Manfred Schäl
published in: Insurance Mathematics \& Economics
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 1202763
zbMATH Keywords: non-relaxed controls
zbMATH Keywords: piecewise deterministic Markov processes
zbMATH Keywords: optimal stationary policy of feedback
zbMATH Keywords: Bellman equation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1202763