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

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