Strategies for Dividend Distribution: A Review (Q5029064): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.2009.10597549
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+W3121293949
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@@ Property / cites work @@
+Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
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+On the dual risk model with tax payments
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+The tax identity in risk theory - a simple proof and an extension
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+A ruin model with dependence between claim sizes and claim intervals
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+Q2895133
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+A Risk Model with Multilayer Dividend Strategy
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+Lundberg's risk process with tax
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+Risk theory with a nonlinear dividend barrier
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+Simulation methods in ruin models with nonlinear dividend barriers.
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+A Lévy Insurance Risk Process with Tax
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Optimal dividend strategies for a risk process under force of interest
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+Q3562648
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+Risk theory in a Markovian environment
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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 Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual model
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+On the optimal dividend problem for a spectrally negative Lévy process
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
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+A note on the compound binomial model with randomized dividend strategy
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+Q5532900
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+Approximation of Optimal Reinsurance and Dividend Payout Policies
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+Optimizing venture capital investments in a jump diffusion model
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+Discounted Dynamic Programming
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Q5609896
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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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+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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+Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
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+Discounted probabilities and ruin theory in the compound binomial model
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+“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
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+Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
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+Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
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+Martingales and insurance risk
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+Recursive calculation of finite-time ruin probabilities
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+Q5663601
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+The effect of interest on negative surplus
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+Some Optimal Dividends Problems
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+On a compounding assets model with positive jumps
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+The Classical Risk Model with Constant Interest and Threshold Strategy
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+How long is the surplus below zero?
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+Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
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+Optimal dividends in the Brownian motion risk model with interest
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+Q5538132
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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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+The expected time to ruin in a risk process with constant barrier via martingales
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+On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
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+Risk processes perturbed by α-stable Lévy motion
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+On The Expected Discounted Penalty function for Lévy Risk Processes
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+Games of Economic Survival with Discrete- and Continuous-Income Processes
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+The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
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+On the probability of ruin in the presence of a linear dividend barrier
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+The Wiener process with drift between a linear retaining and an absorbing barrier
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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+On the Time Value of Ruin
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+Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
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+Optimal Dividends
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+On optimal dividends: from reflection to refraction
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+Maximizing Dividends without Bankruptcy
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+Methods for estimating the optimal dividend barrier and the probability of ruin
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+Optimal dividends with incomplete information in the dual model
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+Optimal expected exponential utility of dividend payments in a Brownian risk model
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+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
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+Optimal proportional reinsurance policies for diffusion models
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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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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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+Asymptotic Theory for a Risk Process with a High Dividend Barrier
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+Jump diffusion processes and their applications in insurance and finance
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+Optimization of the flow of dividends
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+Q5488426
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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+Randomized dividends in the compound binomial model with a general premium rate
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+Finite-time dividend-ruin models
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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+On a class of renewal risk models with a constant dividend barrier
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+Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
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+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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+The compound Poisson risk model with a threshold dividend strategy
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+The compound Poisson risk model with multiple thresholds
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+The win-first probability under interest force
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+The Markovian regime-switching risk model with a threshold dividend strategy
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+Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
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+A link between wave governed random motions and ruin processes
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+The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
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+Firm behaviour under the threat of liquidation
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+On the expected discounted penalty function for a perturbed risk process driven by a subordinator
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+One‐person games of economic survival
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+On a dual model with a dividend threshold
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+Optimal dividend payments until ruin of diffusion processes when payments are subject to 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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+On some measures of the severity of ruin in the classical Poisson model
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+On Optimal Dividend, Reinvestment, and Liquidation Policies for the Firm
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+Risk vs. profit potential:
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+Weak convergence approach to compound Poisson risk processes perturbed by diffusion
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+Optimal Financing of a Corporation Subject To Random Returns
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Q5690618
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+A process with stochastic claim frequency and a linear dividend barrier
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+Total duration of negative surplus for the dual model
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+Q5544744
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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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+The compound binomial model with randomized decisions on paying dividends
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+Dividend maximization under consideration of the time value of ruin
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+Time in the red in a two state Markov model.
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+On optimal dividend payments and related problems
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+Dividend payments in the classical risk model under absolute ruin with debit interest
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+The Random Walk Between a Reflecting and an Absorbing Barrier
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+Spectrally negative Lévy processes with applications in risk theory
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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
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+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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+On a risk model with debit interest and dividend payments
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+On a Classical Risk Model with a Constant Dividend Barrier
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+Ruin Probabilities of a Dual Markov-Modulated Risk Model
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+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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+Publication:5029064