Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy (Q5063866)
From MaRDI portal
scientific article; zbMATH DE number 7494573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy |
scientific article; zbMATH DE number 7494573 |
Statements
Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy (English)
0 references
21 March 2022
0 references
dividend
0 references
capital injection
0 references
excess-of-loss reinsurance
0 references
terminal value
0 references
transaction cost
0 references
optimal strategy
0 references
