Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference45 articles.
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3. On the optimal stochastic impulse control of linear diffusion;Alvarez;SIAM J. Control Optim.,2008
4. Optimal risk control and dividend distribution policies: example of excess-of-loss reinsurance for an insurance corporation;Asmussen;Finance Stoch.,2000
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