On optimal dividend payments and related problems

DOI10.1016/0167-6687(88)90081-9MaRDI QIDQ1121632zbMATH OpenOpenAlexFDO

Authors Karl-Heinz Waldmann

Publication date 1988

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(88)90081-9

zbMATH Keywords

expected dividend paymentsextrapolation methodsfirst two momentslifetime distributionminimal expected lifeMonotone upper and lower boundsprobabilities of ruinrisk theoryruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A modified dynamic programming method for Markovian decision problems
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• scientific article; zbMATH DE number 3956289 (Why is no real title available?)
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• scientific article; zbMATH DE number 3246848 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• On Bounds for Dynamic Programs
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung

Cited in

(9)

• Stochastic control of funding systems.
• An estimate of the optimal \(Z^*\) value for threshold payments in the case when the insurance requirements assume two values
• STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
• On the calculation of probability characteristics of some optimal stopping times
• Strategies for dividend distribution: a review
• Optimal design of profit sharing rates by FFT
• Some results behind dividend problems
• Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
• A unified treatment of dividend payment problems under fixed cost and implementation delays

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