Optimal risk exposure and dividend payout policies under model uncertainty
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- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- A BSDE approach to a risk-based optimal investment of an insurer
- A stochastic differential game for optimal investment of an insurer with regime switching
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Dividend optimization for general diffusions with restricted dividend payment rates
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
- Optimal dividends in the Brownian motion risk model with interest
- Optimal investment and reinsurance of an insurer with model uncertainty
- 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 for a large corporation in the presence of returns on investments
- Optimality results for dividend problems in insurance
- Risk minimizing portfolios and HJBI equations for stochastic differential games
- Risk, ambiguity and the Savage axioms
- Robust consumption and portfolio policies when asset prices can jump
- Robust control and model misspecification
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
- Robust reinsurance contracts in continuous time
- Robust reinsurance contracts with risk constraint
- Robust reinsurance contracts with uncertainty about jump risk
- Robustness
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
- Strategies for dividend distribution: a review
Cited in
(10)- Optimal reinsurance and dividend under model uncertainty
- 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
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