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Search: subject:"optimal impulse control"
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Fixed and proportional transaction costs
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Non-uniformly elliptic equation
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Optimal impulse control
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backward stochastic differential equations
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Guan, Huiqi
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Liang, Zongxia
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Djehiche, Boualem
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Hdhiri, Ibtissem
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Zaatra, Helmi
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Insurance / Mathematics & economics
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem
;
Hamadène, Said
;
Hdhiri, Ibtissem
; …
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
Saved in:
2
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi
;
Liang, Zongxia
- In:
Insurance: Mathematics and Economics
54
(
2014
)
C
,
pp. 109-122
We consider an
optimal
impulse
control
problem on reinsurance, dividend and reinvestment of an insurance company. To …
Persistent link: https://www.econbiz.de/10010729667
Saved in:
3
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Guan, Huiqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 109-122
Persistent link: https://www.econbiz.de/10010259664
Saved in:
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