Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (Q6099193): Difference between revisions

Latest revision as of 09:19, 1 August 2024

scientific article; zbMATH DE number 7697861

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English	Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences	scientific article; zbMATH DE number 7697861

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instance of

scholarly article

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title

Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences (English)

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published in

Mathematical Control and Related Fields

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publication date

19 June 2023

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zbMATH Keywords

dividend strategy

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dependent risk

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time-inconsistent preferences

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hyperbolic discount rate

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capital injection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/mcrf.2022034

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cites work

Controlled diffusion models for optimal dividend pay-out

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On the optimality of joint periodic and extraordinary dividend strategies

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OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL

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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

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Optimal dividend strategies with time-inconsistent preferences

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Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty

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Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences

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Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model

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Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value

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Time-Consistent Portfolio Management

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Q5588331

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Aspects of risk theory

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Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

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Optimal dividend strategies in a Cramér-Lundberg model with capital injections

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Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks

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Dividends and reinsurance under a penalty for ruin

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Optimal dividend and equity issuance problem with proportional and fixed transaction costs

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Q5434181

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On optimal dividends with exponential and linear penalty payments

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Dividend and capital injection optimization with transaction cost for Lévy risk processes

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Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments

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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

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Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs

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Singular dividend optimization for a linear diffusion model with time-inconsistent preferences

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Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting

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Identifiers

zbMATH Open document ID

1518.91230

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DOI

10.3934/mcrf.2022034

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6099193

@@ Property / full work available at URL @@
+https://doi.org/10.3934/mcrf.2022034
+Normal rank
@@ Property / OpenAlex ID @@
+W4291016498
@@ Property / OpenAlex ID: W4291016498 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+On the optimality of joint periodic and extraordinary dividend strategies
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies with time-inconsistent preferences
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty
+Normal rank
@@ Property / cites work @@
+Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
+Normal rank
@@ Property / cites work @@
+Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value
+Normal rank
@@ Property / cites work @@
+Time-Consistent Portfolio Management
@@ Property / cites work: Time-Consistent Portfolio Management / rank @@
+Normal rank
@@ Property / cites work @@
+Q5588331
@@ Property / cites work: Q5588331 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks
+Normal rank
@@ Property / cites work @@
+Dividends and reinsurance under a penalty for ruin
+Normal rank
@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Q5434181
@@ Property / cites work: Q5434181 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal dividends with exponential and linear penalty payments
+Normal rank
@@ Property / cites work @@
+Dividend and capital injection optimization with transaction cost for Lévy risk processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
+Normal rank
@@ Property / cites work @@
+Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
+Normal rank