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Author Keyword Title Type [ Year] Filters: Keyword is Hamilton-Jacobi-Bellman equation; Volterra equation; Block-by-block method; Reinsurance; Dividends; Ruin probability; Ruin probability target [Clear All Filters]
“Dividend Maximization Under a Set Ruin Probability Target in the Presence of Proportional and Excess-of-loss Reinsurance”, Applications and Applied Mathematics: An International Journal, vol. 15, no. 1, pp. 13-37, 2020.
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