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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
