Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
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Publication:2979011
DOI10.1080/03610926.2014.901374zbMath1411.91326OpenAlexW2559213601MaRDI QIDQ2979011
Lin Xu, Rong-Ming Wang, Ding Jun Yao
Publication date: 2 May 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.901374
impulse controlproportional reinsurancedividend paymentcapital injectionexponential premium principle
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