Optimal dividend strategy in compound binomial model with bounded dividend rates
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Publication:477522
DOI10.1007/S10255-014-0428-2zbMATH Open1302.60108OpenAlexW2080778088MaRDI QIDQ477522FDOQ477522
Authors: Xiangqun Yang, Jiyang Tan 
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/s10255-014-0428-2
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Cites Work
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- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Risk theory with a nonlinear dividend barrier
- Classical risk model with threshold dividend strategy
- Optimal dividend strategies in discrete risk model with capital injections
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- On optimality of the barrier strategy for the classical risk model with interest
- Optimality of the threshold dividend strategy for the compound Poisson model
- The optimal strategy for an insurance company under the influence of the terminal value
- An elementary approach to discrete models of dividend strategies
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
Cited In (6)
- Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
- An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
- A consistent estimation of optimal dividend strategy in a risk model with delayed claims
- Title not available (Why is that?)
- An optimal control problem in a risk model with stochastic premiums and periodic dividend payments
- A Markov decision problem in a risk model with interest rate and Markovian environment
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