Optimal reinsurance and investment in danger‐zone and safe‐region
type: Item
instance of: scholarly article
title: Optimal reinsurance and investment in danger‐zone and safe‐region
zbMATH Open document ID: 1466.91261
author: Xia Han
author: Zhibin Liang
publication date: 2021-06-22T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7361614
zbMATH Keywords: diffusion approximation model
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: investment
zbMATH Keywords: proportional reinsurance
zbMATH Keywords: stochastic optimal control
MaRDI profile type: Publication
full work available at URL: oca.2568
OpenAlex ID: W2999097702
Wikidata QID: Q126399164
DOI: 10.1002/OCA.2568
published in: Optimal Control Applications \& Methods
description: scientific article; zbMATH DE number 7361614