Irreversible reinsurance: minimization of capital injections in presence of a fixed cost

DOI10.1007/S11579-024-00373-ZMaRDI QIDQ6655913

Salvatore Federico, Giorgio Ferrari, Maria-Laura Torrente

Publication date: 27 December 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

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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) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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