Open AccessOptimal risk control and dividend strategies in the presence of two reinsurers: Variance premium principle
Author(s) -
Dingjun Yao,
Kun Fan
Publication year - 2018
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2017090
Subject(s) - reinsurance , dividend , transaction cost , variance (accounting) , value (mathematics) , actuarial science , bankruptcy , control (management) , terminal (telecommunication) , economics , econometrics , computer science , microeconomics , finance , accounting , telecommunications , management , machine learning