Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
From MaRDI portal
Publication:1941015
zbMath1257.62098MaRDI QIDQ1941015
Publication date: 11 March 2013
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: http://math.usm.my/bulletin/html/vol36_1_19.html
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (3)
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate ⋮ On the time to ruin for a dependent delayed capital injection risk model ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
This page was built for publication: Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
