Optimal impulse control with variance premium principle (Q5017883)

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scientific article; zbMATH DE number 7449200
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Optimal impulse control with variance premium principle
scientific article; zbMATH DE number 7449200

    Statements

    Optimal impulse control with variance premium principle (English)
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    17 December 2021
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    variance premium principle
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    reinsurance strategy
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    impulse dividend
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    fixed transaction cost
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