Dynamic optimal reinsurance and dividend payout in finite time horizon
Chonghu Guan, Zuo Quan Xu, Rui Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Guan, Chonghu ; Xu, Zuo Quan ; Zhou, Rui |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 1, p. 544-568
|
| Subject: | dynamic programming | free boundary problem | mixed singular–classical stochastic control | optimal dividend payout | optimal reinsurance | stochastic optimal control | Dividende | Dividend | Rückversicherung | Reinsurance | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.1276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312571