The optimal time to merge for two insurance companies

DOI10.1360/N012017-00075zbMATH Open1499.91097WikidataQ129927259 ScholiaQ129927259MaRDI QIDQ5064002FDOQ5064002

Authors: Lihua Bai, Yanan Li, Junyi Guo 

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

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zbMATH Keywords

optimal dividendimplicit function theoremoptimal stopping theoremHamilton-Jacob-Bellman equationoptimal time to merge

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (2)

• The optimal merging problem for two first-line insurers with investment and reinsurance policies
• On the merger of two companies

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