scientific article; zbMATH DE number 6719659

zbMATH Open1374.91050MaRDI QIDQ2987293FDOQ2987293

Yongqiang Ji, Siyuan Chen, Xuanhui Liu, Zongqi Sun

Publication date: 17 May 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

diffusion processHJB equationreinsuranceKuhn-Tucker conditionbarrier dividend strategydynamic VaR constraint

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90)

Cited In (2)

• Optimal proportional reinsurance with constant dividend barrier
• Barrier present value maximization for a diffusion model of insurance surplus

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