Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value

DOI10.1080/17442508.2016.1163362zbMath1367.91085OpenAlexW2400521579MaRDI QIDQ2833708

Kun Fan, Rong-Ming Wang, Gongpin Cheng

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1163362

zbMATH Keywords

transaction costsreinsurancedividendcapital injectionexponential premium principleliquidation value

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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