Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017): Difference between revisions

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Property / author: Jun-Yi Guo / rank
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Property / author: Hua-Yue Zhang / rank
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Property / author: Jun-Yi Guo / rank
 
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Property / author: Hua-Yue Zhang / rank
 
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Property / full work available at URL: https://doi.org/10.1080/14697680902968005 / rank
 
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Property / OpenAlex ID: W2008613519 / rank
 
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Latest revision as of 13:34, 3 July 2024

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Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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    Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (English)
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    20 December 2010
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    transaction costs
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    stochastic processes
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    dynamic programming
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    insurance mathematics
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    optimal policies
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