A note on optimal expected utility of dividend payments with proportional reinsurance
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Publication:4583594
DOI10.1080/03461238.2017.1343748zbMath1416.91201arXiv1605.06849OpenAlexW2963861824MaRDI QIDQ4583594
Xiaoqing Liang, Zbigniew Palmowski
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.06849
Related Items (3)
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate ⋮ Optimal reinsurance and dividends with transaction costs and taxes under thinning structure ⋮ PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK
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