Control Strategy of Proportional Reinsurance with Dividend Process

被引：0
|
作者：
Sun, ShiLiang [1 ]
Huang, Xiaoqian [1 ]
Lian, Lu [1 ]
机构：
[1] Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Peoples R China
来源：
MATERIALS SCIENCE, CIVIL ENGINEERING AND ARCHITECTURE SCIENCE, MECHANICAL ENGINEERING AND MANUFACTURING TECHNOLOGY, PTS 1 AND 2 | 2014年 / 488-489卷
关键词：
Variational Inequality; Return Function; Optimal Control Strategy;
D O I：
10.4028/www.scientific.net/AMM.488-489.1301
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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.
引用
收藏
页码：1301 / 1305
页数：5
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