Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607): Difference between revisions
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| Property / author: Wei Liu / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6634291 / rank | |||
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| Property / zbMATH Keywords | |||
dividend | |||
| Property / zbMATH Keywords: dividend / rank | |||
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proportional reinsurance | |||
| Property / zbMATH Keywords: proportional reinsurance / rank | |||
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transaction costs | |||
| Property / zbMATH Keywords: transaction costs / rank | |||
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internal competition | |||
| Property / zbMATH Keywords: internal competition / rank | |||
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quasi-variational inequality | |||
| Property / zbMATH Keywords: quasi-variational inequality / rank | |||
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Revision as of 01:53, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and dividend payments with transaction costs and internal competition |
scientific article |
Statements
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (English)
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6 October 2016
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dividend
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proportional reinsurance
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transaction costs
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internal competition
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quasi-variational inequality
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