Dividends and reinsurance under a penalty for ruin
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference30 articles.
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4. Opitmal excess of loss reinsurance and dividend payment with both transaction costs and taxes;Bai;Quantitative Finance,2010
5. Optimal dividend policies with transaction costs for a class of diffusion processes;Bai;SIAM Journal on Control and Optimization,2010
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