Optimal dividend, capital injection and reinsurance strategies with variance premium principle

DOI10.1360/012014-45zbMath1488.91107OpenAlexW2753449193WikidataQ127341362 ScholiaQ127341362MaRDI QIDQ5017897

Lin Xu, Rong-Ming Wang, Ding Jun Yao

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012014-45

zbMATH Keywords

transaction costproportional reinsurancedividend paymentvariance premium principlecapital injection

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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