Dividends and reinsurance under a penalty for ruin
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Publication:414614
DOI10.1016/j.insmatheco.2012.02.005zbMath1236.91086OpenAlexW2063591500MaRDI QIDQ414614
Virginia R. Young, Zhibin Liang
Publication date: 11 May 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.005
Related Items (19)
Optimal dividends and capital injections for a spectrally positive Lévy process ⋮ A Markov decision problem in a risk model with interest rate and Markovian environment ⋮ A consistent estimation of optimal dividend strategy in a risk model with delayed claims ⋮ OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE ⋮ Optimal dynamic reinsurance with dependent risks: variance premium principle ⋮ Minimizing expected time to reach a given capital level before ruin ⋮ Optimal dividends and reinsurance with capital injection under thinning dependence ⋮ A note on optimal expected utility of dividend payments with proportional reinsurance ⋮ Optimal dividend and capital injection strategies in common shock dependence model with time-inconsistent preferences ⋮ Optimal dividend and risk control strategies for an insurer with two groups of reinsurers ⋮ Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle ⋮ Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle ⋮ Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty ⋮ Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates ⋮ Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value ⋮ Optimal layer reinsurance on the maximization of the adjustment coefficient ⋮ Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin ⋮ Optimal dividends with an affine penalty ⋮ Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
Cites Work
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