Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stochastic optimization of the Dividend strategy with reinsurance in
  correlated multiple insurance lines of business   The present paper addresses the issue of the stochastic control of the
optimal dynamic reinsurance policy and dynamic dividend strategy, which are
state-dependent, for an insurance company that operates under multiple
insurance lines of business. The aggregate claims model with a
thinning-dependence structure is adopted for the risk process. In the
optimization method, the maximum of the cumulative expected discounted dividend
payouts with respect to the dividend and reinsurance strategies are considered
as value function. This value function is characterized as the smallest super
Viscosity solution of the associated Hamilton-Jacobi- Bellman (HJB) equation.
The finite difference method (FDM) has been utilized for the numerical solution
of the value function and the optimal control strategy and the proof for the
convergence of this numerical solution to the value function is provided. The
findings of this paper provide insights for the insurance companies as such
that based upon the lines in which they are operating, they can choose a vector
of the optimal dynamic reinsurance strategies and consequently transfer some
part of their risks to several reinsurers.

7
The categories of this paper are: hep-th
14
The categories of this paper are: math-ph
20
The categories of this paper are: acc-phys
11
The categories of this paper are: hep-lat
10
The categories of this paper are: q-bio
27
The categories of this paper are: comp-gas
1
The categories of this paper are: cs
6
The categories of this paper are: astro-ph
21
The categories of this paper are: adap-org
16
The categories of this paper are: stat
13
The categories of this paper are: quant-ph
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
12
The categories of this paper are: nucl-th