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- W2388139597 abstract "This paper discusses a class of proportional reinsurance model with dividend process. We not only consider the transaction costs that must be paid for the reinsurance company by the insurance company, but also consider the important factor of penalty value when the company is bankrupt. On the basis of these, we construct a new model, so that the traditional model is improved greatly. Furthermore, in order to achieve the maximal risk return, we analyze the different market parameters in detail. Corresponding to the different parameters, we also provide their optimal policies and maximal risk returns." @default.
- W2388139597 created "2016-06-24" @default.
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- W2388139597 date "2004-01-01" @default.
- W2388139597 modified "2023-09-26" @default.
- W2388139597 title "Research on optimal control policy of proportional reinsurance model" @default.
- W2388139597 hasPublicationYear "2004" @default.
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