Optimal reinsurance with both proportional and fixed costs (Q900546)
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scientific article; zbMATH DE number 6523425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with both proportional and fixed costs |
scientific article; zbMATH DE number 6523425 |
Statements
Optimal reinsurance with both proportional and fixed costs (English)
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22 December 2015
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irreversible reinsurance
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mixed regular control/optimal stopping problem
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fixed cost
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proportional cost
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