Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Mi Chen, Kam Chuen Yuen and Wenyuan Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Mi ; Yuen, Kam Chuen ; Wang, Wenyuan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 3, p. 198-217
|
| Subject: | dividends | excess-of-loss reinsurance | expected value premium principle | Thinning dependence | transaction costs | Transaktionskosten | Transaction costs | Dividende | Dividend | Rückversicherung | Reinsurance | Theorie | Theory | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1824158 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500260