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Robust dividend, financing, and reinsurance strategies under model uncertainty with proportional transaction costs
Guan, Guohui; He, Lin; Liang, Zongxia; Liu, Yang; … - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10014566476
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Optimal dividend and investing control of an insurance company with higher solvency constraints
Liang, Zongxia; Huang, Jianping - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 501-511
Persistent link: https://www.econbiz.de/10009404676
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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
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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10009517656