Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697680902968005
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+W2008613519
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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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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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk control for a large corporation in the presence of returns on investments
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@@ Property / cites work @@
+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
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+Optimal dividend payouts for diffusions with solvency constraints
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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