Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017)
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scientific article; zbMATH DE number 5827877
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| English | Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes |
scientific article; zbMATH DE number 5827877 |
Statements
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (English)
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20 December 2010
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transaction costs
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stochastic processes
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dynamic programming
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insurance mathematics
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optimal policies
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0.94799787
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0.93352675
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0.92312145
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0.91705185
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0.91443574
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0.91045237
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0.90719026
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0.90351015
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