Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607)
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scientific article; zbMATH DE number 5828759
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| English | Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching |
scientific article; zbMATH DE number 5828759 |
Statements
Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (English)
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21 December 2010
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regime switching
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dividend strategy
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proportional reinsurance
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viscosity solution
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quasi-variational inequality
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0.8738707304000854
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0.8486785888671875
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0.8391588926315308
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0.8390099406242371
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0.8374978303909302
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