Optimal proportional reinsurance policies for diffusion models with transaction costs
type: Item
instance of: scholarly article
title: Optimal proportional reinsurance policies for diffusion models with transaction costs
zbMATH Open document ID: 1093.91518
DOI: 10.1016/S0167-6687(98)00007-9
author: Bjarne Højgaard
author: Michael Taksar
published in: Insurance Mathematics \& Economics
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1202760
MaRDI profile type: Publication
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Wikidata QID: Q127293989
description: scientific article; zbMATH DE number 1202760