Optimal dividend payout for classical risk model with risk constraint
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Publication:477499
DOI10.1007/S10255-014-0414-8zbMATH Open1304.60082OpenAlexW2122887622MaRDI QIDQ477499FDOQ477499
Authors: Shumin Chen 
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
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Cites Work
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- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Optimization of the flow of dividends
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- Point processes and queues. Martingale dynamics
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- 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 dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Optimal dividend payouts for diffusions with solvency constraints
Cited In (9)
- Title not available (Why is that?)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies
- Optimal stopping of the classical risk model controlled by dividend strategy
- Optimality results for dividend problems in insurance
- On optimality of the barrier strategy for the classical risk model with interest
- Optimal dividend problems with a risk probability criterion
- Optimal dividend payouts for diffusions with solvency constraints
- A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin
- On optimal dividend payments and related problems
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