Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Year of publication: |
2014
|
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Authors: | Yao, Dingjun ; Yang, Hailiang ; Wang, Rongming |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 53-64
|
Subject: | Dividend payment | Capital injection | Proportional reinsurance | Variance principle | Fixed costs | Salvage value | Dividende | Dividend | Theorie | Theory | Fixkosten | Rückversicherung | Reinsurance |
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