Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386): Difference between revisions

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Property / author: Hu, Yijun / rank
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Property / author: Hu, Yijun / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2013.09.034 / rank
 
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Property / OpenAlex ID: W2048738625 / rank
 
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Property / cites work
 
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Latest revision as of 13:59, 7 July 2024

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Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
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    Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (English)
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    9 April 2014
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    dividend
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    equity issuance
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    excess-of-loss reinsurance
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    optimal strategy
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    HJB equation
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