Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
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Publication:4455897
DOI10.1080/03461230110106291zbMath1039.91042OpenAlexW2003968610MaRDI QIDQ4455897
Publication date: 16 March 2004
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106291
Bellman equationbarrier strategyDe Vylder approximationnon-life insurancedynamic premium controlmaximizing dividend pay-outs
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Cites Work
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- Aspects of risk theory
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- Optimal proportional reinsurance policies for diffusion models
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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