Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
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Publication:2444386
DOI10.1016/j.spl.2013.09.034zbMath1284.91252MaRDI QIDQ2444386
Publication date: 9 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.034
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OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE, Review of statistical actuarial risk modelling, Optimal reinsurance and dividends with transaction costs and taxes under thinning structure, Stochastic optimal control on dividend policies with bankruptcy, Optimal impulse dividend and capital injection model with proportional and fixed transaction costs, Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs, Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
Cites Work
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