Approximation of Optimal Reinsurance and Dividend Payout Policies
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Cited in
(25)- Optimal reinsurance design under solvency constraints
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
- Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
- Optimal insurance risk control with multiple reinsurers
- Discounted probability of exponential Parisian ruin: diffusion approximation
- Dividend maximization under consideration of the time value of ruin
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
- Optimal Ratcheting of Dividends in a Brownian Risk Model
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
- Asymptotic behavior of the processes describing some insurance models
- Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
- Strategies for dividend distribution: a review
- Stochastic differential game strategies in the presence of reinsurance and dividend payout
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
- Diffusion approximations for insurance risk processes
- Dividend optimization for regime-switching general diffusions
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
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- Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
- Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- Optimal dividend problem: asymptotic analysis
- Optimal dividend-payout in random discrete time
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