Optimal reinsurance with both proportional and fixed costs (Q900546)

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Optimal reinsurance with both proportional and fixed costs
scientific article

    Statements

    title
    Optimal reinsurance with both proportional and fixed costs (English)
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    author
    Peng Li
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    Ming Zhou
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    Chuan-Cun Yin
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    publication date
    22 December 2015
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    zbMATH Keywords
    irreversible reinsurance
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    mixed regular control/optimal stopping problem
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    fixed cost
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    proportional cost
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60G40
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    60J70
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    zbMATH DE Number
    6523425
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    OpenAlex ID
    W836612429
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