Optimal dividends with an affine penalty
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Publication:2318336
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Cites work
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- A simplified treatment of the theory of optimal regulation of Brownian motion
- An agent based model for opinion dynamics with random confidence threshold
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- De Finetti's optimal dividends problem with an affine penalty function at ruin
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
- Dividend maximization under consideration of the time value of ruin
- Dividends and reinsurance under a penalty for ruin
- Equilibrium dividend strategy with non-exponential discounting in a dual model
- Fitting combinations of exponentials to probability distributions
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Maximizing Dividends without Bankruptcy
- On a dual model with a dividend threshold
- On capital injections and dividends with tax in a classical risk model
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
- On optimal dividends with exponential and linear penalty payments
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
- On the optimal dividend problem for a spectrally negative Lévy process
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend strategies for a risk process under force of interest
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
- Optimal dividend strategy with transaction costs for an upward jump model
- Optimal dividends in the dual model
- Optimal dividends in the dual model under transaction costs
- Optimal Dividends in the Dual Model with Diffusion
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimality results for dividend problems in insurance
- Some Optimal Dividends Problems
- Strategies for dividend distribution: a review
- Super contact and related optimality conditions
Cited in
(9)- On optimal dividends with penalty payments in the Cramér-Lundberg model
- Optimal dividend strategy under Parisian ruin with affine penalty
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Dividends and reinsurance under a penalty for ruin
- Risk theory with affine dividend payment strategies
- 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
- Stable dividends under linear-quadratic optimisation
- Time-inconsistent view on a dividend problem with penalty
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