Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074)
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scientific article; zbMATH DE number 6034962
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| English | Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs |
scientific article; zbMATH DE number 6034962 |
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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (English)
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14 May 2012
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control
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dual insurance risk model
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optimal dividends
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capital injections
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impulse control
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quasi-variational inequalities
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0.8992865085601807
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0.8985500931739807
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