Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (Q2444386)
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scientific article; zbMATH DE number 6281947
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| English | Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy |
scientific article; zbMATH DE number 6281947 |
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Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy (English)
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9 April 2014
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dividend
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equity issuance
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excess-of-loss reinsurance
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optimal strategy
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HJB equation
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0.899760901927948
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0.8859407305717468
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0.8729057312011719
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0.8560934662818909
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