Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480): Difference between revisions

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Latest revision as of 16:33, 8 July 2024

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Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
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    Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (English)
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    23 June 2014
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    optimal impulse control
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    optimal dividend and reinvestment
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    non-uniformly elliptic equation
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    viscosity solution
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    fixed and proportional transaction costs
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    proportional reinsurance
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