Optimal reinsurance with both proportional and fixed costs
type: Item
instance of: scholarly article
title: Optimal reinsurance with both proportional and fixed costs
zbMATH Open document ID: 1398.91341
author: Peng Li
author: Ming Zhou
author: Chuancun Yin
published in: Statistics \& Probability Letters
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 6523425
zbMATH Keywords: irreversible reinsurance
zbMATH Keywords: mixed regular control/optimal stopping problem
zbMATH Keywords: fixed cost
zbMATH Keywords: proportional cost
MaRDI profile type: Publication
full work available at URL: j.spl.2015.06.024
OpenAlex ID: W836612429
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DOI: 10.1016/J.SPL.2015.06.024
description: scientific article; zbMATH DE number 6523425