Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

DOI10.1007/s10255-012-0166-2zbMath1254.91283MaRDI QIDQ692676

Yi-dong Wu, Jun-Yi Guo

Publication date: 6 December 2012

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-012-0166-2

zbMATH Keywords

proportional reinsurance; capital injections; optimal dividend; non-cheap

Mathematics Subject Classification ID

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