Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011): Difference between revisions

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Property / author: Ding Jun Yao / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1080/03610926.2014.901374 / rank
 
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Property / OpenAlex ID: W2559213601 / rank
 
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Latest revision as of 17:50, 13 July 2024

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Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
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    Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (English)
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    2 May 2017
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    capital injection
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    dividend payment
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    exponential premium principle
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    impulse control
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    proportional reinsurance
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