Optimal proportional reinsurance model with transaction costs (Q949364)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance model with transaction costs |
scientific article |
Statements
Optimal proportional reinsurance model with transaction costs (English)
0 references
21 October 2008
0 references
proportional reinsurance model
0 references
reinsurance transaction costs
0 references
mixed control strategy
0 references
stopping time
0 references
stochastic differential equation
0 references
0 references
