Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-geometric risk process

DOI10.3969/J.ISSN.1005-3085.2016.05.003zbMATH Open1374.91049MaRDI QIDQ2983707FDOQ2983707

Authors: Zongqi Sun, Zhiping Chen 

Publication date: 17 May 2017

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zbMATH Keywords

diffusion processHJB equationinvestment strategydeviation coefficienthybrid dividendreinsurance policycompound Poisson-geometric process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Portfolio theory (91G10)

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