Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance (Q2999829)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance |
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Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance (English)
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17 May 2011
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excess of loss
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impulse-equity control
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optimal dividend control
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optimal financing control
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fixed transaction costs
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HJB quasi-variational inequality
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viscosity solution
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regularity
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