Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Ming Zhou, Kam C. Yuen
| Year of publication: |
2012
|
|---|---|
| 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
|
| Subject: | Capital injection | Dividend optimization | HJB equation | Proportional cost | Proportional reinsurance | Stochastic control | Variance premium principle | Rückversicherung | Reinsurance | Dividende | Dividend | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536037