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

DOI10.1155/2015/439537MaRDI QIDQ1665692zbMATH OpenOpenAlexWikidataFDO

Authors Yan Li, Guoxin Liu

Publication date 27 August 2018

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

Copyright license Creative Commons Attribution 3.0 Unported

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

Mathematics Subject Classification ID

Recommendations

• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
• The optimal dividend and capital injection strategies in the classical risk model with randomized observation periods
• On optimal dividends with penalty payments in the Cramér-Lundberg model
• Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes

Cites work

• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• Approximation of Optimal Reinsurance and Dividend Payout Policies
• Controlled diffusion models for optimal dividend pay-out
• Controlling risk exposure and dividends payout schemes: Insurance company example
• Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality.
• Maximizing Dividends without Bankruptcy
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
• Optimal Financing of a Corporation Subject To Random Returns
• 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 fixed and proportional transaction costs
• Optimal financing and dividend control of the insurance company with proportional reinsurance policy
• Optimal proportional reinsurance policies for diffusion models with transaction costs
• Risk vs. profit potential:
• Some Optimal Dividends Problems

Cited in

(14)

• The optimal dividend and capital injection strategies in the classical risk model with randomized observation periods
• The optimal dividend payout model with terminal values and its application
• Optimal dividend strategies in discrete risk model with capital injections
• Impulse stochastic control for the optimal dividend policy in a classical risk model with capital injection, transaction costs and taxes
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
• An optimal dividend policy with delayed capital injections
• 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

This page was built for publication: Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1665692)