Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
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Publication:2999829
DOI10.1137/090773167zbMath1229.91164OpenAlexW1986698364MaRDI QIDQ2999829
Publication date: 17 May 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5bbee9ca583bf8c3da115ac945bf320d83cf995a
regularityviscosity solutionoptimal dividend controloptimal financing controlfixed transaction costsexcess of lossHJB quasi-variational inequalityimpulse-equity control
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