Optimal dividend and proportional reinsurance strategy under standard deviation premium principle
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Cites work
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- scientific article; zbMATH DE number 3307211 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Impulse control of proportional reinsurance with constraints
- Interplay between dividend rate and business constraints for a financial corporation
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal dividend and reinsurance strategies with financing and liquidation value
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
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- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
- Optimal reinsurance under the standard deviation principle
- Optimal risk and dividend control for a company with a debt liability
- Optimal risk and dividend distribution control models for an insurance company
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimality of excess-loss reinsurance under a mean-variance criterion
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- Optimal dividend strategies with reinsurance under contagious systemic risk
- scientific article; zbMATH DE number 5643303 (Why is no real title available?)
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence
- On the non-optiomality of proportional reinsurance according to the dividend criterion
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate
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