Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3088283338 / rank | |||
Normal rank | |||
Revision as of 22:37, 19 March 2024
scientific article; zbMATH DE number 7352457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and dividends with transaction costs and taxes under thinning structure |
scientific article; zbMATH DE number 7352457 |
Statements
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (English)
0 references
28 May 2021
0 references
thinning dependence
0 references
dividends
0 references
transaction costs
0 references
expected value premium principle
0 references
excess-of-loss reinsurance
0 references
controlled surplus process
0 references
admissible strategy
0 references
reinsurance strategy
0 references
quasi variational inequality
0 references
optimal reinsurance policy
0 references
