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Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
Home
Publications
Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
BJ
Bjarne Hø Jgaard
Bjarne Hø Jgaard
MT
Michael Taksar
Michael Taksar
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1 April 1999
journal article
Published by
Wiley
in
Mathematical Finance
Vol. 9
(2)
,
153-182
https://doi.org/10.1111/1467-9965.00066
Abstract
No abstract available
Keywords
DIVIDENDS PAYOUT
PROPORTIONAL REINSURANCE
DIFFUSION MODELS
STOCHASTIC CONTROL THEORY
HJB EQUATION
Cited by 157 articles