Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
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Cites work
- scientific article; zbMATH DE number 193132 (Why is no real title available?)
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- De Finetti's optimal dividends problem with an affine penalty function at ruin
- Dividend maximization under consideration of the time value of ruin
- Dividends and reinsurance under a penalty for ruin
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
- Markov decision processes with applications to finance.
- Moments of the present value of total dividends and related problems in the risk model with delayed claims
- On Ultimate Ruin in a Delayed-Claims Risk Model
- On optimal dividend strategies in the compound Poisson model
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
- Optimal dividend policies with transaction costs for a class of diffusion processes
- Optimal dividend strategies in a dual model with capital injections
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process
- Optimal dividends in the Brownian motion risk model with interest
- Optimal financing and dividend control in the dual model
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
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- The compound binomial risk model with time-correlated claims
Cited in
(9)- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
- Optimal investment strategy for risk model of delayed claims
- An optimal control problem in a risk model with stochastic premiums and periodic dividend payments
- On a discrete risk model with delayed claims and a randomized dividend strategy
- Optimal dividend payout under stochastic discounting
- Expected present value of dividends in intersection delayed claims risk model under stochastic interest rates
- Optimal dividends in the Brownian motion risk model with interest
- A consistent estimation of optimal dividend strategy in a risk model with delayed claims
- “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
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