| 金融公司的最优保费控制问题研究 |
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| 引用本文： | 张瑞海.金融公司的最优保费控制问题研究[J].价值工程,2012,31(1):138-139. |
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| 作者姓名： | 张瑞海 |
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| 作者单位： | 天津科技大学理学院,天津,300222 |
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| 摘 要： | 考虑了完全信息和不完全信息下金融公司的最优保费控制问题,应用最大值原理和卡尔曼滤波理论获得了最优保费策略。
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| 关 键 词： | 最大值原理 滤波理论 保费策略 |
The Research of the Optimal Premium Control about a Finance Company |
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| Zhang Ruihai.The Research of the Optimal Premium Control about a Finance Company[J].Value Engineering,2012,31(1):138-139. |
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| Authors: | Zhang Ruihai |
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| Institution: | Zhang Ruihai(College of Science,Tianjin University of Science & Technology,Tianjin 300222,China) |
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| Abstract: | An optimal premium control problem was considered under full and partial information.Optimal premium strategy was obtained by applying maximum principle and Kalman-Bucy filtering theory. |
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| Keywords: | maximum principle filtering theory premium strategy |
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