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OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES - MaRDI portal

OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076)

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scientific article; zbMATH DE number 6776160
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English
OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
scientific article; zbMATH DE number 6776160

    Statements

    title
    OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (English)
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    author
    Hui Meng
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    Ming Zhou
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    Tak Kuen Siu
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    publication date
    19 September 2017
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    zbMATH Keywords
    optimal dividend/reinsurance problem
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    expected premium principle
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    variance premium principle
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    discounted dividend payments
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    cites work
    Q4086303
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    Optimal Dividends
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    Aspects of risk theory
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    91G60
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    zbMATH DE Number
    6776160
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