Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915)

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Optimal proportional reinsurance policies for diffusion models with transaction costs
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    title
    Optimal proportional reinsurance policies for diffusion models with transaction costs (English)
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    author
    Bjarne Højgaard
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    Michael I. Taksar
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    publication date
    1998
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    Mathematics Subject Classification ID
    91B30
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    62P05
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    60H30
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    60J65
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    zbMATH DE Number
    1202760
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