Optimal risk exposure and dividend payout policies under model uncertainty
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Publication:2234748
DOI10.1016/J.INSMATHECO.2021.03.029zbMATH Open1471.91458OpenAlexW3153314654MaRDI QIDQ2234748FDOQ2234748
Authors: Yang Feng, Jinxia Zhu, Tak Kuen Siu 
Publication date: 19 October 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.029
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Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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Cited In (10)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
- Optimal dividends and ALM under unhedgeable risk
- CORPORATE BOND RISK FROM STOCK DIVIDEND UNCERTAINTY
- Optimal Dividends Under Model Uncertainty
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
- Optimal dividend-distribution strategy under ambiguity aversion
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model
- Optimal payout strategies when Bruno de Finetti meets model uncertainty
- Robust reinsurance and investment strategies under principal-agent framework
- Optimal reinsurance and dividend under model uncertainty
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