Stochastic control for optimal new business
type: Item
instance of: scholarly article
title: Stochastic control for optimal new business
zbMATH Open document ID: 1103.91366
DOI: 10.1016/S0167-6687(99)00052-9
author: Christian Hipp
author: Michael Taksar
published in: Insurance Mathematics \& Economics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1525149
zbMATH Keywords: Stochastic control
zbMATH Keywords: New business
zbMATH Keywords: Ruin probability
MaRDI profile type: Publication
cites work: Controlled diffusion models for optimal dividend pay-out
cites work: Optimal proportional reinsurance policies for diffusion models
cites work: Controlling risk exposure and dividends payout schemes: Insurance company example
cites work: Lectures on the use of control theory in insurance
full work available at URL: s0167-6687(99)00052-9
OpenAlex ID: W2070518090
description: scientific article; zbMATH DE number 1525149