Optimal impulse control with variance premium principle (Q5017883)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7449200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal impulse control with variance premium principle |
scientific article; zbMATH DE number 7449200 |
Statements
Optimal impulse control with variance premium principle (English)
0 references
17 December 2021
0 references
variance premium principle
0 references
reinsurance strategy
0 references
impulse dividend
0 references
fixed transaction cost
0 references
0.8970973491668701
0 references
0.8817535638809204
0 references
0.871080219745636
0 references
0.8700288534164429
0 references
