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Optimal Dividend and Capital Injection Problem with Transaction Cost and Salvage Value: The Case of Excess-of-Loss Reinsurance Based on the Symmetry of Risk Information.

Qingyou YanLe YangTomas BalezentisDalia StreimikieneChao Qin
Published in: Symmetry (2018)
Keyphrases
  • transaction costs
  • case study
  • information extraction
  • long term
  • dynamic programming
  • information sharing
  • optimal control