Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs |
scientific article |
Statements
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (English)
0 references
14 May 2012
0 references
control
0 references
dual insurance risk model
0 references
optimal dividends
0 references
capital injections
0 references
impulse control
0 references
quasi-variational inequalities
0 references
0 references
0 references
0 references
0 references
0 references
