Optimal proportional reinsurance with constant dividend barrier (Q551369)
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scientific article; zbMATH DE number 5926649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance with constant dividend barrier |
scientific article; zbMATH DE number 5926649 |
Statements
Optimal proportional reinsurance with constant dividend barrier (English)
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19 July 2011
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stochastic control
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time of ruin
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expected discounted dividend payment
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moments
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Laplace transforms
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0.9208253
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0.9128665
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0.90801835
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0.9066788
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0.90660167
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