Browsing Computational and Communication Science Engineering by Subject "Volterra equation"
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Dividend Maximization Under a Set Ruin Probability Target in the Presence of Proportional and Excess-of-loss Reinsurance
(Applications and Applied Mathematics, 2020-06)We study dividend maximization with set ruin probability targets for an insurance company whose surplus is modelled by a diffusion perturbed classical risk process. The company is permitted to enter into proportional or ...