Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587)
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scientific article; zbMATH DE number 6614129
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| English | Optimal dividend and reinsurance in the presence of two reinsurers |
scientific article; zbMATH DE number 6614129 |
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Optimal dividend and reinsurance in the presence of two reinsurers (English)
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11 August 2016
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reinsurance
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optimal dividend
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transaction costs
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exponential premium principle
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stochastic differential equation
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Brownian motion
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0.9014394283294678
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0.8960498571395874
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0.8700288534164429
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0.8660839200019836
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