Optimal dividend and financing problems for a diffusion model with excess-of-loss reinsurance strategy and terminal value (Q5194441)
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scientific article; zbMATH DE number 7108792
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| English | Optimal dividend and financing problems for a diffusion model with excess-of-loss reinsurance strategy and terminal value |
scientific article; zbMATH DE number 7108792 |
Statements
20 September 2019
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diffusion process
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dividend and financing
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excess-of-loss reinsurance
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expected value principle
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terminal value
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0.895891010761261
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0.8729057312011719
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0.87254399061203
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0.8649361729621887
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