Strategies for Dividend Distribution: A Review (Q5029064)

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scientific article; zbMATH DE number 7472700

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English	Strategies for Dividend Distribution: A Review	scientific article; zbMATH DE number 7472700

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scholarly article

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Strategies for Dividend Distribution: A Review (English)

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zbMATH Open document ID

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10.1080/10920277.2009.10597549

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Benjamin Avanzi

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North American Actuarial Journal

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publication date

11 February 2022

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10920277.2009.10597549

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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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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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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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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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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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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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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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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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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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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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