On optimal control of capital injections by reinsurance and investments
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Publication:621769
DOI10.1007/s11857-010-0124-0zbMath1205.91080OpenAlexW2059228518MaRDI QIDQ621769
Publication date: 28 January 2011
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://kups.ub.uni-koeln.de/3037/1/Diss.pdf
Related Items
Minimisation of penalty payments by investments and reinsurance ⋮ PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS ⋮ On optimal control of capital injections by reinsurance and investments ⋮ Optimal dividend and equity issuance problem with proportional and fixed transaction costs ⋮ Optimal investment under transaction costs for an insurer ⋮ An optimal reinsurance problem in the Cramér-Lundberg model
Cites Work
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