Excess-of-loss reinsurance under taxes and fixed costs (Q3087414)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess-of-loss reinsurance under taxes and fixed costs |
scientific article |
Statements
Excess-of-loss reinsurance under taxes and fixed costs (English)
0 references
16 August 2011
0 references
dividend optimization
0 references
diffusion modeling
0 references
dynamic reinsurance modeling
0 references
impulse stochastic control
0 references
HJB equation
0 references
