Optimal dividends under reinsurance

zbMATH Open1333.91018MaRDI QIDQ2801422FDOQ2801422

Authors: C. J. Beveridge, David C. M. Dickson, X. Wu 

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=5

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Mathematics Subject Classification ID

Cited In (9)

• Optimal proportional reinsurance with constant dividend barrier
• OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
• Reinsurance for reset guarantee in the Sparre Andersen model
• A state dependent reinsurance model
• Strategies for dividend distribution: a review
• Dividend-reinsurance strategy in the Sparre Andersen model
• On the non-optiomality of proportional reinsurance according to the dividend criterion
• Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance
• Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes

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