Optimal dividend and investing control of an insurance company with higher solvency constraints
Year of publication: |
2011
|
---|---|
Authors: | Liang, Zongxia ; Huang, Jianping |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 49.2011, 3, p. 501-511
|
Publisher: |
Elsevier |
Subject: | Optimal dividend policy | Optimal return function | Solvency | Stochastic regular-singular control | Proportional reinsurance | Probability of bankruptcy | Stochastic differential equations |
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