Optimal dividend payout for classical risk model with risk constraint

DOI10.1007/s10255-014-0414-8zbMath1304.60082OpenAlexW2122887622MaRDI QIDQ477499

Shu-Min Chen

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0414-8

zbMATH Keywords

risk constraintoptimal dividendclassical risk modelfixed transaction cost

Mathematics Subject Classification ID

Diffusion processes (60J60)

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The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies

Cites Work

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