Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle

DOI10.3934/jimo.2017090zbMath1415.91168OpenAlexW2759043440MaRDI QIDQ1717018

Kun Fan, Ding Jun Yao

Publication date: 5 February 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2017090

zbMATH Keywords

terminal valuevariance premium principledividendrefinancingreinsurance with two reinsurers

Mathematics Subject Classification ID

Related Items (2)

Optimal dividend and risk control strategies for an insurer with two groups of reinsurers ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

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