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Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost - MaRDI portal

Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost

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Publication:6513304

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arXiv2309.16303MaRDI QIDQ6513304

Maria-Laura Torrente, Salvatore Federico, Giorgio Ferrari

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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