Optimal excess of loss reinsurance-barrier dividend strategies with investment
The optimal barrier dividend problem under excess of loss reinsurance strategy has rarely been studied so far. We combine the risk factors such as market friction and terminal residual value with risk investment and risk control strategy, and study the resulting optimal investment-excess of loss rei...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Science Press (China Science Publishing & Media Ltd.)
2022-11-01
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| Series: | Shenzhen Daxue xuebao. Ligong ban |
| Subjects: | |
| Online Access: | https://journal.szu.edu.cn/en/#/digest?ArticleID=2481 |
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