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~subject:"Proportional reinsurance"
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Proportional reinsurance
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salvage value
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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:
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
. The proportional and fixed transaction costs and the
salvage
value
at bankruptcy are included in the model. In both cases …
Persistent link: https://www.econbiz.de/10010744004
Saved in:
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