Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510)
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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)
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28 May 2021
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thinning dependence
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dividends
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transaction costs
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expected value premium principle
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excess-of-loss reinsurance
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controlled surplus process
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admissible strategy
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reinsurance strategy
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quasi variational inequality
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optimal reinsurance policy
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