Optimal insurance risk control with multiple reinsurers (Q289286)

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Optimal insurance risk control with multiple reinsurers
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    title
    Optimal insurance risk control with multiple reinsurers (English)
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    author
    Hui Meng
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    Tak Kuen Siu
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    Hailiang Yang
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    publication date
    30 May 2016
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    Mathematics Subject Classification ID
    93E20
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    60J25
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    91B30
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    zbMATH DE Number
    6586992
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    zbMATH Keywords
    variance premium principle
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    reinsurance strategy
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    multiple reinsurers
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    fixed costs
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    taxes
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    HJB equation
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    OpenAlex ID
    W2341014795
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    cites work
    Aspects of risk theory
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