Optimal dividend strategy in compound binomial model with bounded dividend rates

DOI10.1007/S10255-014-0428-2MaRDI QIDQ477522zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

transformationcompound binomial modeloptimal dividend strategy

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cites work

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• An elementary approach to discrete models of dividend strategies
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• On optimality of the barrier strategy for the classical risk model with interest
• Optimal Dividends in the Dual Model with Diffusion
• Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal dividend strategies in discrete risk model with capital injections
• Optimal dividends in the Brownian motion risk model with interest
• Optimality of the threshold dividend strategy for the compound Poisson model
• Risk theory with a nonlinear dividend barrier
• The optimal strategy for an insurance company under the influence of the terminal value

Cited in

(6)

• Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
• scientific article; zbMATH DE number 6873852 (Why is no real title available?)
• An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates
• A Markov decision problem in a risk model with interest rate and Markovian environment
• An optimal control problem in a risk model with stochastic premiums and periodic dividend payments
• A consistent estimation of optimal dividend strategy in a risk model with delayed claims

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