Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018)
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scientific article; zbMATH DE number 7012520
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| English | Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle |
scientific article; zbMATH DE number 7012520 |
Statements
Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (English)
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5 February 2019
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dividend
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refinancing
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reinsurance with two reinsurers
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variance premium principle
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terminal value
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0.8960498571395874
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0.8740327954292297
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0.8682919144630432
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0.8661760091781616
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