Optimal Dividends
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Cites work
- A process with stochastic claim frequency and a linear dividend barrier
- Asymptotic Theory for a Risk Process with a High Dividend Barrier
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Diffusion approximations in collective risk theory
- Games of Economic Survival with Discrete- and Continuous-Income Processes
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- One‐person games of economic survival
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- Optimization of the flow of dividends
- Risk theory with a nonlinear dividend barrier
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
Cited in
(only showing first 100 items - show all)- Optimal payout policy in presence of downside risk
- Optimal dividends in the Brownian motion risk model with interest
- On the renewal risk model under a threshold strategy
- The dividend function in the jump-diffusion dual model with barrier dividend strategy
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend payouts for diffusions with solvency constraints
- On the optimal dividend problem in the dual model with surplus-dependent premiums
- Complete discounted cash flow valuation
- Optimal dividend payout model with risk sensitive preferences
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
- Moments of discounted dividend payments in a risk model with randomized dividend-decision times
- A note on a Lévy insurance risk model under periodic dividend decisions
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers
- The hitting time density for a reflected Brownian motion
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
- Optimal dividend strategy under Parisian ruin with affine penalty
- On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
- Statistical estimation for some dividend problems under the compound Poisson risk model
- Optimising dividends and consumption under an exponential CIR as a discount factor
- Optimal dividend and risk control policies in the presence of a fixed transaction cost
- On a class of non-zero-sum stochastic differential dividend games with regime switching
- Finite-time dividend problems in a Lévy risk model under periodic observation
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
- Spectral decomposition of optimal asset-liability management
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching
- The exit time and the dividend value function for one-dimensional diffusion processes
- Optimal dividend payments for a two-dimensional insurance risk process
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- On taxed spectrally negative Lévy processes with draw-down stopping
- Lévy risk model with two-sided jumps and a barrier dividend strategy
- On a risk model with randomized dividend-decision times
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
- On a mean reverting dividend strategy with Brownian motion
- On the optimal dividend problem for a spectrally negative Lévy process
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions
- Optimizing venture capital investments in a jump diffusion model
- When does surplus reach a given target before ruin in the Markov-modulated diffusion model?
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
- The perturbed compound Poisson risk model with multi-layer dividend strategy
- On optimal dividends: from reflection to refraction
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- Optimal dividend-distribution strategy under ambiguity aversion
- Dividend optimisation: a behaviouristic approach
- Moment and polynomial bounds for ruin-related quantities in risk theory
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- Optimal dividends under a drawdown constraint and a curious square-root rule
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- Diffusion approximations for insurance risk processes
- Optimal control problem for an insurance surplus model with debt liability
- Occupation times for Markov-modulated Brownian motion
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
- Optimal threshold dividend strategies under the compound Poisson model with regime switching
- The Markov additive risk process under an Erlangized dividend barrier strategy
- Excess capital, operational disaster risk, and capital requirements for banks
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
- On a Classical Risk Model with a Constant Dividend Barrier
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- Dividend payments in the classical risk model under absolute ruin with debit interest
- Exit problems for reflected Markov-modulated Brownian motion
- An optimal dividend policy with delayed capital injections
- On a dual risk model perturbed by diffusion with dividend threshold
- A stochastic control problem with linearly bounded control rates in a Brownian model
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- On a periodic dividend problem in Brownian motion models with investment
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
- A Lévy Insurance Risk Process with Tax
- Upper bound for ruin probabilities under optimal investment and proportional reinsurance
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
- Optimal expected exponential utility of dividend payments in a Brownian risk model
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
- Dividends and reinsurance under a penalty for ruin
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Semiparametric estimation in the optimal dividend barrier for the classical risk model
- Periodic threshold-type dividend strategy in the compound Poisson risk model
- A note on optimal expected utility of dividend payments with proportional reinsurance
- Shareholder risk measures
- Ruin problem of a two-dimensional fractional Brownian motion risk process
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers
- A note on moments of dividends
- Optimal dividend payout for classical risk model with risk constraint
- Optimal debt ratio and dividend payment strategies with reinsurance
- Discrete dividend payments in continuous time
- Review of statistical actuarial risk modelling
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
- Optimal dividend problem: asymptotic analysis
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