Optimal dividend payout for classical risk model with risk constraint
From MaRDI portal
Publication:477499
DOI10.1007/s10255-014-0414-8zbMath1304.60082OpenAlexW2122887622MaRDI QIDQ477499
Publication date: 9 December 2014
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-014-0414-8
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Point processes and queues. Martingale dynamics
- Controlled diffusion models for optimal dividend pay-out
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal dividend payouts for diffusions with solvency constraints
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Optimization of the flow of dividends
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Optimal Dividends
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal risk control for a large corporation in the presence of returns on investments