Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
type: Item
instance of: scholarly article
title: Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
zbMATH Open document ID: 1415.91168
author: Kun Fan
author: Dingjun Yao
published in: Journal of Industrial and Management Optimization
publication date: 2019-02-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7012520
zbMATH Keywords: dividend
zbMATH Keywords: refinancing
zbMATH Keywords: reinsurance with two reinsurers
zbMATH Keywords: variance premium principle
zbMATH Keywords: terminal value
MaRDI profile type: Publication
full work available at URL: jimo.2017090
OpenAlex ID: W2759043440
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DOI: 10.3934/JIMO.2017090
description: scientific article; zbMATH DE number 7012520