Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607)
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scientific article; zbMATH DE number 6634291
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| English | Optimal proportional reinsurance and dividend payments with transaction costs and internal competition |
scientific article; zbMATH DE number 6634291 |
Statements
Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (English)
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6 October 2016
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dividend
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proportional reinsurance
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transaction costs
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internal competition
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quasi-variational inequality
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0.8772388100624084
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0.8463962078094482
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0.842688262462616
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0.8348150849342346
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0.8302183747291565
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