OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE

DOI10.1017/10.1017/asb.2015.28zbMath1390.91218OpenAlexW2419156365MaRDI QIDQ4563773

Hailiang Yang, Rong-Ming Wang, Ding Jun Yao

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/231319

zbMATH Keywords

transaction costsproportional reinsurancedividend strategyliquidation valuefinancing strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (5)

Optimal dividends and reinsurance with capital injection under thinning dependence ⋮ Optimal dividend and risk control policies in the presence of a fixed transaction cost ⋮ Optimal stop-loss reinsurance with joint utility constraints ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure ⋮ Optimal dividend and proportional reinsurance strategy under standard deviation premium principle

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