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

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scientific article

Language	Label	Description	Also known as
English	Dividends and reinsurance under a penalty for ruin	scientific article

Statements

scholarly article

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Dividends and reinsurance under a penalty for ruin (English)

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Virginia R. Young

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Insurance Mathematics \& Economics

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publication date

11 May 2012

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zbMATH Keywords

optimal dividends

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optimal reinsurance

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ruin

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stochastic optimal control

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Legendre dual

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.insmatheco.2012.02.005

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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

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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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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.INSMATHECO.2012.02.005

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Sitelinks

Mathematics(1 entry)

mardi Publication:414614

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