Optimal reinsurance-investment and dividends problem with fixed transaction costs

DOI10.3934/jimo.2020008zbMath1474.91168OpenAlexW2996775615MaRDI QIDQ2031387

Xin Zhang, Jie Xiong, Shuaiqi Zhang

Publication date: 9 June 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020008

zbMATH Keywords

quasi-variational inequalitiestransaction costsmixed classical-impulse controlreinsurance-investment and dividends

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

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