On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance

Insurance: Mathematics and Economics

Volumn 22, Issue 1, 1998, Pages 75-91

  Schäl, Manfred ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Bellman equation; Dividend pay out; Dynamic programming; Non relaxed controls; Piecewise deterministic Markov processes; Reinsurance

Indexed keywords

EID: 0032523475     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00010-9     Document Type: Article

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