Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184)
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scientific article; zbMATH DE number 5292536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal financing and dividend control of the insurance company with proportional reinsurance policy |
scientific article; zbMATH DE number 5292536 |
Statements
Optimal financing and dividend control of the insurance company with proportional reinsurance policy (English)
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25 June 2008
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optimal dividends control
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optimal financing control
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proportional reinsurance
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HJB equation
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transaction cost
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regular-singular control
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