Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
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Publication:494698
DOI10.1007/S00186-015-0504-2zbMATH Open1372.91054OpenAlexW833417150WikidataQ125887724 ScholiaQ125887724MaRDI QIDQ494698FDOQ494698
Bicheng Zhang, Ziqiang Li, Jiyang Tan, Chun Li, Xiangqun Yang
Publication date: 2 September 2015
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-015-0504-2
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Cited In (7)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
- Optimal dividends in the Brownian motion risk model with interest
- 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
- On a discrete risk model with delayed claims and a randomized dividend strategy
- “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006
- Optimal dividend payout under stochastic discounting
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