On optimal dividends with penalty payments in the Cramér-Lundberg model
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Publication:1689031
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Cites work
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
- scientific article; zbMATH DE number 3307211 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Minimisation of penalty payments by investments and reinsurance
- On minimizing the ruin probability by investment and reinsurance
- On optimal dividends with exponential and linear penalty payments
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal investment for insurers
- Point processes and queues. Martingale dynamics
- Stochastic optimization in insurance. A dynamic programming approach
- Strategies for dividend distribution: a review
- The optimal dividend barrier in the gamma-omega model
Cited in
(13)- Optimal dividends with exponential and linear penalty payments in a dual model
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
- On optimal dividends with exponential and linear penalty payments
- Dividends and reinsurance under a penalty for ruin
- Optimal dividends with an affine penalty
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process
- On research about optimal dividends with penalty payments
- Optimal dividends for regulated insurers with a nonlinear penalty
- 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
- Time-inconsistent view on a dividend problem with penalty
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