STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY

DOI10.1142/S0218202505000972zbMATH Open1124.91040OpenAlexW2054778268MaRDI QIDQ3370182FDOQ3370182

Authors: Helgard Raubenheimer, Maria D. van der Walt, Mark A. Petersen 

Publication date: 7 February 2006

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202505000972

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zbMATH Keywords

stochastic modellingsolvency ratio

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• Controlling risk exposure and dividends payout schemes: Insurance company example
• Optimal risk control for a large corporation in the presence of returns on investments
• Optimal risk and dividend distribution control models for an insurance company
• Optimal risk and dividend control for a company with a debt liability
• On optimal dividend payments and related problems

Cited In (3)

• ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS
• Optimizing asset and capital adequacy management in banking
• Bank management via stochastic optimal control

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