Optimal proportional reinsurance policies for diffusion models with transaction costs
| Year of publication: |
1998
|
|---|---|
| Authors: | Hojgaard, Bjarne ; Taksar, Michael |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 22.1998, 1, p. 41-51
|
| Publisher: |
Elsevier |