Excess-of-loss reinsurance under taxes and fixed costs
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Publication:3087414
DOI10.3233/RDA-2011-0027zbMath1229.91158OpenAlexW1771613708MaRDI QIDQ3087414
Tahir Choulli, Michael I. Taksar
Publication date: 16 August 2011
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2011-0027
HJB equationimpulse stochastic controldividend optimizationdiffusion modelingdynamic reinsurance modeling
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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