Optimal investment and reinsurance under the influence of threshold dividend (Q3307990)
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scientific article; zbMATH DE number 7235033
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment and reinsurance under the influence of threshold dividend |
scientific article; zbMATH DE number 7235033 |
Statements
12 August 2020
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dividend
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reinsurance
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optimal investment
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jump diffusion model
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diffusion approximation
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0.8744515180587769
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0.8689677715301514
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0.8602903485298157
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0.8534479141235352
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0.8530641198158264
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