机译:在扩散扰动的古典风险过程中的股息最大化通过比例和过量的再保险复合
Department of Applied Mathematics and Computational Science Nelson Mandela African Institution of Science and Technology P.O. Box 447 Arusha Tanzania;
Department of Mathematics Makerere University P.O. Box 7062 Kampala Uganda;
Department of Applied Mathematics and Computational Science Nelson Mandela African Institution of Science and Technology P.O. Box 447 Arusha Tanzania;
dividends; optimal barrier; diffusion-perturbed model; HJB equation; Volterra equation; block-by-block method; proportional reinsurance; excess-of-loss reinsurance;
机译:在扩散扰动的古典风险过程中的股息最大化通过比例和过量的再保险复合
机译:通过制度转换优化古典和脉冲控制的股利和比例再保险政策
机译:通过制度转换优化股利和比例再保险政策的经典和脉冲控制
机译:比例再保险问题的最佳脉冲股息和常规风险控制策略
机译:3PC-024将基质风险应用于AfliBercept和Ranibizumab玻璃体玻璃体注射的适当配合过程
机译:具有过度损失再保险和交易成本的最佳股息和资本注入策略