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Control Strategy of Proportional Reinsurance with Dividend Process
- Source :
- Applied Mechanics and Materials. :1301-1305
- Publication Year :
- 2014
- Publisher :
- Trans Tech Publications, Ltd., 2014.
-
Abstract
- This paper is concerned with the problem of proportional reinsurance control strategy with dividend process in insurance company. The existence of optimal control strategy is proved by variational inequality,and the specific construct of optimal control strategy and the explicit structure of optimal return function are derived.
Details
- ISSN :
- 16627482
- Database :
- OpenAIRE
- Journal :
- Applied Mechanics and Materials
- Accession number :
- edsair.doi...........53cda768ab517f0c9d43fe63c90b72e1