Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480)
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scientific article; zbMATH DE number 6306781
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| English | Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs |
scientific article; zbMATH DE number 6306781 |
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Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (English)
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23 June 2014
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optimal impulse control
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optimal dividend and reinvestment
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non-uniformly elliptic equation
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viscosity solution
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fixed and proportional transaction costs
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proportional reinsurance
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0.88356996
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0.88164806
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0.8805642
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0.87569034
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0.87463963
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0.8736928
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0.87210363
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