Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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Publication:931184
DOI10.1016/j.insmatheco.2007.11.003zbMath1141.91445OpenAlexW2100197382MaRDI QIDQ931184
Publication date: 25 June 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.11.003
HJB equationtransaction costproportional reinsuranceoptimal financing controloptimal dividends controlregular-singular control
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