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Yao, Dingjun
Chen, Shi
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Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun
;
Zhu, Jinxia
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
Saved in:
2
Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
Economic Modelling
37
(
2014
)
C
,
pp. 53-64
In this paper we study the combined optimal dividend,
capital
injection
and reinsurance problems in a dynamic setting …
Persistent link: https://www.econbiz.de/10010744004
Saved in:
3
Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
Saved in:
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