Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387)
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scientific article; zbMATH DE number 7356917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment and dividends problem with fixed transaction costs |
scientific article; zbMATH DE number 7356917 |
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Optimal reinsurance-investment and dividends problem with fixed transaction costs (English)
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9 June 2021
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mixed classical-impulse control
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reinsurance-investment and dividends
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quasi-variational inequalities
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transaction costs
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