Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Huiqi Guan; Zongxia Liang
| Year of publication: |
2014
|
|---|---|
| Authors: | Guan, Huiqi ; Liang, Zongxia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 109-122
|
| Subject: | Optimal impulse control | Optimal dividend and reinvestment | Non-uniformly elliptic equation | Viscosity solution | Fixed and proportional transaction costs | Proportional reinsurance | Transaktionskosten | Transaction costs | Rückversicherung | Reinsurance | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259664