Optimal dividend problem with a nonlinear regular-singular stochastic control
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Publication:2443223
DOI10.1016/j.insmatheco.2013.02.010zbMath1284.91213MaRDI QIDQ2443223
Xiaofan Peng, Mi Chen, Jun-Yi Guo
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.010
proportional reinsurance; dividend; exponential premium principle; cheap reinsurance; non-cheap reinsurance
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