Optimal investment and dividend policy in an insurance company: a varied bound for dividend rates

DOI10.3934/DCDSB.2019044MaRDI QIDQ2321145zbMATH OpenOpenAlexWikidataFDO

Authors Yiling Chen, Baojun Bian

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2019044

zbMATH Keywords

optimal dividendviscosity solutionoptimal investmentclassical risk processband strategy

Mathematics Subject Classification ID

Unilateral problems for nonlinear elliptic equations and variational inequalities with nonlinear elliptic operators (35J87) Risk models (general) (91B05)

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Cited in

(9)

• Optimal dividend policy in an insurance company with contagious arrivals of claims
• scientific article; zbMATH DE number 5071078 (Why is no real title available?)
• Optimal investment policy and dividend payment strategy in an insurance company
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• Optimal ratcheting of dividends in insurance
• Stochastic optimization in insurance. A dynamic programming approach
• scientific article; zbMATH DE number 3965294 (Why is no real title available?)
• Optimal investment and dividend strategy under renewal risk model
• Optimal dividend payment in an insurance company with stationary Hawkes process

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