Optimal proportional reinsurance with constant dividend barrier

DOI10.1016/S0252-9602(10)60078-1zbMath1237.62164OpenAlexW2063620031MaRDI QIDQ551369

Haili Yuan, Hu, Yijun

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60078-1

zbMATH Keywords

momentsLaplace transformsstochastic controltime of ruinexpected discounted dividend payment

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Numerical methods for integral transforms (65R10)

Related Items (1)

Optimal investment and reinsurance policies in insurance markets under the effect of inside information

This page was built for publication: Optimal proportional reinsurance with constant dividend barrier