Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184): 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/10.1016/j.insmatheco.2007.11.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2100197382 / rank | |||
Normal rank | |||
Revision as of 02:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal financing and dividend control of the insurance company with proportional reinsurance policy |
scientific article |
Statements
Optimal financing and dividend control of the insurance company with proportional reinsurance policy (English)
0 references
25 June 2008
0 references
optimal dividends control
0 references
optimal financing control
0 references
proportional reinsurance
0 references
HJB equation
0 references
transaction cost
0 references
regular-singular control
0 references
