The optimal time to merge for two insurance companies

DOI10.1360/N012017-00075MaRDI QIDQ5064002zbMATH OpenWikidataFDO

Authors Lihua Bai, Yanan Li, Junyi Guo

Publication date 21 March 2022

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

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)

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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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