|
|||||
|
|
Optimal risk and dividend distribution control models for an insurance company |
|
| Authors: | Michael I. Taksar |
| Affiliation: | (1) Department of Applied Mathematics, State University of New York at Stony Brook, Stony Brook, NY 11794-3600, USA (e-mail: taksar@ams.sunysb.edu), US |
| Abstract: | |
| Keywords: | : Stochastic control stochastic differential equations controlled stochastic processes proportional reinsurance dividend optimization ruin probabilities |
| 本文献已被 SpringerLink 等数据库收录！ | |