Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs

Cites Work

Optimal Proportional Reinsurance Policies in a Dynamic Setting
Controlling risk exposure and dividends payout schemes: Insurance company example
Title not available (Why is that?)
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
Aspects of risk theory
Optimal proportional reinsurance policies for diffusion models
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Cited In (28)

Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
The expected time to ruin in a risk process with constant barrier via martingales
Strategies for Dividend Distribution: A Review
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
Optimal Dividends
Optimal investment and premium control in a nonlinear diffusion model
Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities
Optimal Premium Control in a Non-life Insurance Business
A risk model with paying dividends and random environment
The compound Poisson risk model with a threshold dividend strategy
Optimal investment and premium control for insurers with ambiguity
Methods for estimating the optimal dividend barrier and the probability of ruin
Portfolio size as function of the premium: modelling and optimization
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
Spectral decomposition of optimal asset-liability management
Optimal control of investment, premium and deductible for a non-life insurance company
Review of statistical actuarial risk modelling
Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints
Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
Lévy risk model with two-sided jumps and a barrier dividend strategy
Optimal investment and reinsurance with premium control
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
On barrier strategy dividends with Parisian implementation delay for classical surplus processes
On a class of renewal risk models with a constant dividend barrier
The Compound Poisson Risk Model with Interest and a Threshold Strategy
Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process

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