Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
type: Item
instance of: scholarly article
title: Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
zbMATH Open document ID: 1291.91111
author: Huiqi Guan
author: Zongxia Liang
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6306781
zbMATH Keywords: optimal impulse control
zbMATH Keywords: optimal dividend and reinvestment
zbMATH Keywords: non-uniformly elliptic equation
zbMATH Keywords: viscosity solution
zbMATH Keywords: fixed and proportional transaction costs
zbMATH Keywords: proportional reinsurance
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.11.003
OpenAlex ID: W2030092489
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DOI: 10.1016/J.INSMATHECO.2013.11.003
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description: scientific article; zbMATH DE number 6306781