collaborators

1 paper

math.OC2025

Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines

Tim J. Boonen, Engel John C. Dela Vega, Bin Zou

This paper considers an insurer with two collaborating business lines, and the risk exposure of each line follows a diffusion risk model. The manager of the insurer makes three dec…