Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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Publication:3064017
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Cites work
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend payouts for diffusions with solvency constraints
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal risk control for a large corporation in the presence of returns on investments
- Optimization of the flow of dividends
Cited in
(24)- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
- Optimal reinsurance and dividend under model uncertainty
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
- Dividends and reinsurance under a penalty for ruin
- Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
- Optimal insurance risk control with multiple reinsurers
- Excess-of-loss reinsurance under taxes and fixed costs
- Optimal reinsurance under a new design: two layers and multiple reinsurers
- Optimal dividends and reinsurance with capital injection under thinning dependence
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
- Tax- and expense-modified risk-minimization for insurance payment processes
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition
- Optimal dividend and reinsurance strategies with financing and liquidation value
- Optimal dividend and risk control policies in the presence of a fixed transaction cost
- Optimal dividend problem with a nonlinear regular-singular stochastic control
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs
- Optimal dividend and reinsurance in the presence of two reinsurers
- Optimal dividend and investment problems under Sparre Andersen model
- Optimal dividend and risk control strategies for an insurer with two groups of reinsurers
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle
- 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
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