Optimal proportional reinsurance model with transaction costs (Q949364)
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scientific article; zbMATH DE number 5354681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance model with transaction costs |
scientific article; zbMATH DE number 5354681 |
Statements
Optimal proportional reinsurance model with transaction costs (English)
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21 October 2008
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proportional reinsurance model
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reinsurance transaction costs
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mixed control strategy
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stopping time
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stochastic differential equation
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0.8732723593711853
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0.8645575046539307
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