On optimal dividends with penalty payments in the Cramér-Lundberg model
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Publication:1689031
DOI10.1007/S13385-017-0153-3zbMATH Open1396.91313OpenAlexW2618795009MaRDI QIDQ1689031FDOQ1689031
Authors: Matthias Vierkötter 
Publication date: 12 January 2018
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-017-0153-3
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Cites Work
- Optimal investment for insurers
- Point processes and queues. Martingale dynamics
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- Title not available (Why is that?)
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- Strategies for Dividend Distribution: A Review
- The optimal dividend barrier in the gamma-omega model
- Stochastic optimization in insurance. A dynamic programming approach
- On minimizing the ruin probability by investment and reinsurance
- Minimisation of penalty payments by investments and reinsurance
- On optimal dividends with exponential and linear penalty payments
- Title not available (Why is that?)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
Cited In (9)
- Dividends and reinsurance under a penalty for ruin
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Optimizing the expected utility of dividend payments for a Cramér-Lundberg risk process
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- On optimal dividends with exponential and linear penalty payments
- Time-inconsistent view on a dividend problem with penalty
- Optimal dividends for regulated insurers with a nonlinear penalty
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
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