Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Year of publication: |
2014
|
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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 | Theorie | Theory | Rückversicherung | Reinsurance | Dividende | Dividend |
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