Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Year of publication: |
2012
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Authors: | Zhou, Ming ; Yuen, Kam Chuen |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 198-207
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Subject: | Capital injection | Dividend optimization | HJB equation | Proportional cost | Proportional reinsurance | Stochastic control | Variance premium principle | Theorie | Theory | Rückversicherung | Reinsurance | Dividende | Dividend | Stochastischer Prozess | Stochastic process |
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