Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal dividend and reinsurance in the presence of two reinsurers
scientific article

    Statements

    Optimal dividend and reinsurance in the presence of two reinsurers (English)
    0 references
    0 references
    0 references
    11 August 2016
    0 references
    reinsurance
    0 references
    optimal dividend
    0 references
    transaction costs
    0 references
    exponential premium principle
    0 references
    stochastic differential equation
    0 references
    Brownian motion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references