Optimal dividend, capital injection and reinsurance strategies with variance premium principle (Q5017897)
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scientific article; zbMATH DE number 7449214
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal dividend, capital injection and reinsurance strategies with variance premium principle |
scientific article; zbMATH DE number 7449214 |
Statements
Optimal dividend, capital injection and reinsurance strategies with variance premium principle (English)
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17 December 2021
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variance premium principle
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dividend payment
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capital injection
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proportional reinsurance
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transaction cost
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0.9045854210853576
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0.8920602202415466
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0.8822057247161865
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0.8817535638809204
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