Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
scientific article

    Statements

    Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (English)
    0 references
    0 references
    0 references
    0 references
    20 December 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    transaction costs
    0 references
    stochastic processes
    0 references
    dynamic programming
    0 references
    insurance mathematics
    0 references
    optimal policies
    0 references
    0 references