Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10957-010-9726-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2070004332 / rank | |||
Normal rank | |||
Revision as of 22:49, 19 March 2024
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)
0 references
21 December 2010
0 references
regime switching
0 references
dividend strategy
0 references
proportional reinsurance
0 references
viscosity solution
0 references
quasi-variational inequality
0 references
