On optimal control of capital injections by reinsurance and investments
type: Item
instance of: scholarly article
title: On optimal control of capital injections by reinsurance and investments
zbMATH Open document ID: 1205.91080
author: Julia Eisenberg
published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
publication date: 2011-01-28T00:00:00Z
full work available at URL: Diss.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5842751
MaRDI profile type: Publication
OpenAlex ID: W2059228518
cites work: Dividend maximization under consideration of the time value of ruin
cites work: OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
cites work: Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
cites work: Optimal control of capital injections by reinsurance in a diffusion approximation
cites work: Minimising expected discounted capital injections by reinsurance in a classical risk model
cites work: Optimal investment for insurers
cites work: Q5434181
cites work: Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
DOI: 10.1007/S11857-010-0124-0
description: scientific article; zbMATH DE number 5842751