Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2012.02.005
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+W2063591500
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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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+Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes
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+Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
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+On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
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+Optimal Dividends
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+On optimal dividends: from reflection to refraction
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Maximizing Dividends without Bankruptcy
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+The compound Poisson risk model with a threshold dividend strategy
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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+De Finetti's optimal dividends problem with an affine penalty function at ruin
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+Optimal dividend payouts for diffusions with solvency constraints
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Optimal risk and dividend distribution control models for an insurance company
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+Optimal risk and dividend control for a company with a debt liability
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+Dividend maximization under consideration of the time value of ruin
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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+Publication:414614