Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387)
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scientific article; zbMATH DE number 7356917
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| English | Optimal reinsurance-investment and dividends problem with fixed transaction costs |
scientific article; zbMATH DE number 7356917 |
Statements
Optimal reinsurance-investment and dividends problem with fixed transaction costs (English)
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9 June 2021
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mixed classical-impulse control
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reinsurance-investment and dividends
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quasi-variational inequalities
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transaction costs
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0.9174953103065492
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0.9049965739250184
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0.8901532888412476
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0.8813313245773315
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0.8680596947669983
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