Optimal proportional reinsurance and dividend payments with transaction costs and internal competition

DOI10.1007/S11766-016-3281-7zbMath1363.91039OpenAlexW2359750547MaRDI QIDQ320607

Wei Liu, Hu, Yijun

Publication date: 6 October 2016

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-016-3281-7

zbMATH Keywords

transaction costsproportional reinsurancequasi-variational inequalitydividendinternal competition

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Stochastic differential game strategies in the presence of reinsurance and dividend payout

Cites Work

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