Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching |
scientific article |
Statements
Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (English)
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21 December 2010
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regime switching
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dividend strategy
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proportional reinsurance
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viscosity solution
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quasi-variational inequality
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