Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model

DOI10.1155/2015/439537zbMATH Open1394.91223OpenAlexW1997834964WikidataQ59118598 ScholiaQ59118598MaRDI QIDQ1665692FDOQ1665692

Authors: Yan Li, Guoxin Liu 

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/439537

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Mathematics Subject Classification ID

Cites Work

• Controlled diffusion models for optimal dividend pay-out
• Controlling risk exposure and dividends payout schemes: Insurance company example
• Title not available (Why is that?)
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
• Risk vs. profit potential:
• Optimal Financing of a Corporation Subject To Random Returns
• Approximation of Optimal Reinsurance and Dividend Payout Policies
• Some Optimal Dividends Problems
• Optimal proportional reinsurance policies for diffusion models with transaction costs
• Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
• Maximizing Dividends without Bankruptcy
• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal financing and dividend control of the insurance company with proportional reinsurance policy
• Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality.

Cited In (14)

• The optimal dividend payout model with terminal values and its application
• Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes
• Optimal dividend strategies in discrete risk model with capital injections
• An optimal dividend policy with delayed capital injections
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
• The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model
• Optimal dividends and ALM under unhedgeable risk
• Optimizing the expected utility of dividend payments for a Cramér-Lundberg risk process
• Optimal stopping of the classical risk model controlled by dividend strategy
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
• Optimal dividend and capital injection strategies for a risk model under force of interest
• Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
• The optimal dividend and capital injection strategies in the classical risk model with randomized observation periods

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