On the non-optiomality of proportional reinsurance according to the dividend criterion

zbMATH Open1333.91016MaRDI QIDQ2801427FDOQ2801427

Authors: H. U. Gerber, Hansjörg Albrecher 

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: https://www.e-periodica.ch/cntmng?pid=msa-003:2009:0::127

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Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cited In (2)

• Optimal proportional reinsurance with constant dividend barrier
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs

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