Optimal impulse control with variance premium principle (Q5017883)
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scientific article; zbMATH DE number 7449200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal impulse control with variance premium principle |
scientific article; zbMATH DE number 7449200 |
Statements
Optimal impulse control with variance premium principle (English)
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17 December 2021
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variance premium principle
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reinsurance strategy
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impulse dividend
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fixed transaction cost
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