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scientific article; zbMATH DE number 7403544

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Publication:3380652
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zbMATH Open1488.91094MaRDI QIDQ3380652FDOQ3380652

Peng Yao, Zhenlong Chen, Xiao Liu

Publication date: 29 September 2021



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


zbMATH Keywords

stochastic controloptimal reinsuranceoptimal dividends


Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20)



Cited In (3)

  • De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
  • Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
  • Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps






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