The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas

DOI10.1080/03461238.1974.10408661zbMath0281.62097OpenAlexW2068740986MaRDI QIDQ4766488

Publication date: 1974

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1974.10408661

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical economics (91B99)

Related Items (20)

Simulation methods in ruin models with nonlinear dividend barriers. ⋮ The probability and severity of ruin for combinations of exponential claim amount distributions and their translations ⋮ ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS ⋮ ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS ⋮ Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE ⋮ Stable dividends under linear-quadratic optimisation ⋮ The Wiener process with drift between a linear retaining and an absorbing barrier ⋮ Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process ⋮ On a mean reverting dividend strategy with Brownian motion ⋮ Dividend problems in the dual model with diffusion and exponentially distributed observation time ⋮ Optimal dividends under Erlang(2) inter-dividend decision times ⋮ Variational methods for studying the problem of the discounted dividend payments ⋮ On the moments of ruin and recovery times ⋮ Stochastic optimal control of risk processes with Lipschitz payoff functions ⋮ On optimal periodic dividend strategies in the dual model with diffusion ⋮ Review of statistical actuarial risk modelling ⋮ On the probability of ruin in the presence of a linear dividend barrier ⋮ The Dividend Problem in a Diffusive Stochastic Model ⋮ On a doubly reflected risk process with running maximum dependent reflecting barriers ⋮ Strategies for Dividend Distribution: A Review

Cites Work

This page was built for publication: The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas