Optimal proportional reinsurance with constant dividend barrier
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Publication:551369
DOI10.1016/S0252-9602(10)60078-1zbMATH Open1237.62164OpenAlexW2063620031MaRDI QIDQ551369FDOQ551369
Authors: Haili Yuan, Yijun Hu 
Publication date: 19 July 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60078-1
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral transforms (65R10) Optimal stochastic control (93E20)
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- Optimal control with restrictions for a diffusion risk model under constant interest force
- Optimal dividend and reinsurance under threshold strategy
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information
- On the non-optiomality of proportional reinsurance according to the dividend criterion
- Optimal dividends under reinsurance
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