Strategies for Dividend Distribution: A Review
From MaRDI portal
Publication:5029064
DOI10.1080/10920277.2009.10597549zbMath1483.91177MaRDI QIDQ5029064
Publication date: 11 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2009.10597549
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G05: Actuarial mathematics
Related Items
Optimal reinsurance design under solvency constraints, A dual risk model with additive and proportional gains: ruin probability and dividends, Some optimisation problems in insurance with a terminal distribution constraint, On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy, On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy, Measuring the suboptimality of dividend controls in a Brownian risk model, Periodic threshold-type dividend strategy in the compound Poisson risk model, A two-dimensional dividend problem for collaborating companies and an optimal stopping problem, ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS, SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL, ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS, OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES, Drawdown analysis for the renewal insurance risk process, On dividends in the phase–type dual risk model, Risk Theory with Affine Dividend Payment Strategies, Optimal debt ratio and dividend strategies for an insurer under a regime-switching model, Review of statistical actuarial risk modelling, Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates, Optimal Dividend Problem: Asymptotic Analysis, Optimal dividend strategy for an insurance group with contagious default risk, Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs, Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes, A dividend optimization problem with constraint of survival probability in a Markovian environment model, Modeling and asymptotic analysis of insurance company performance, A perturbation approach to optimal investment, liability ratio, and dividend strategies, Moment-constrained optimal dividends: precommitment and consistent planning, Optimal Ratcheting of Dividends in a Brownian Risk Model, An Optimal Dividend Problem with Capital Injections over a Finite Horizon, On the central management of risk networks, Optimal dividend strategies for two collaborating insurance companies, Managing the Invisible: Identifying Value-Maximizing Combinations of Risk and Capital, Optimal dividend strategy for the dual model with surplus-dependent expense, Stable dividends under linear-quadratic optimisation, Optimal dividend payout under stochastic discounting, Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms, On the surplus management of funds with assets and liabilities in presence of solvency requirements, On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property, Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences, Dividend maximization in a hidden Markov switching model, On a perturbed MAP risk model under a threshold dividend strategy, On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models, On optimal dividends with exponential and linear penalty payments, Optimality of the threshold dividend strategy for the compound Poisson model, Analysis of risk models using a level crossing technique, On the total operating costs up to default in a renewal risk model, De Finetti's optimal dividends problem with an affine penalty function at ruin, An elementary approach to discrete models of dividend strategies, Asymptotic analysis of a risk process with high dividend barrier, Risk-sensitive dividend problems, On optimal periodic dividend strategies in the dual model with diffusion, Optimal dividend policy in an insurance company with contagious arrivals of claims, An optimal consumption problem in finite time with a constraint on the ruin probability, Dividends: from refracting to ratcheting, The dual risk model with dividends taken at arrival, Optimal dividend payout model with risk sensitive preferences, On optimal dividends with penalty payments in the Cramér-Lundberg model, Parisian ruin in the dual model with applications to the \(G/M/1\) queue, The dividend problem with a finite horizon, A threshold-based risk process with a waiting period to pay dividends, Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency, Optimal dividends under Erlang(2) inter-dividend decision times, Dividend optimization for jump-diffusion model with solvency constraints, Optimal dividend strategies with time-inconsistent preferences, Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs, Dividend problems in the dual risk model, Revisiting optimal investment strategies of value-maximizing insurance firms, On a doubly reflected risk process with running maximum dependent reflecting barriers, Fiscal stimulus as an optimal control problem, Dividend and capital injection optimization with transaction cost for Lévy risk processes, Stackelberg differential game for insurance under model ambiguity, Optimal dividends under Markov-modulated bankruptcy level, Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time, Optimal dividends and capital injection under dividend restrictions, Optimal risk exposure and dividend payout policies under model uncertainty, On a class of non-zero-sum stochastic differential dividend games with regime switching, On the optimality of joint periodic and extraordinary dividend strategies, Optimal consumption under deterministic income, Stochastic optimal control of risk processes with Lipschitz payoff functions, Ruin probabilities under capital constraints, Classical and singular stochastic control for the optimal dividend policy when there is regime switching, Two-sided exit problems in the ordered risk model, Optimal dividends with partial information and stopping of a degenerate reflecting diffusion, On the gain of collaboration in a two dimensional ruin problem, Optimal prevention strategies in the classical risk model, Optimal dividends with an affine penalty, Optimal dividend payments for a two-dimensional insurance risk process, Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax, Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs, Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model, Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates, On a mean reverting dividend strategy with Brownian motion, An adaptive premium policy with a Bayesian motivation in the classical risk model, Dividend problems in the dual model with diffusion and exponentially distributed observation time, On dividend strategies with non-exponential discounting, On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions, The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time, Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy, Optimal dividend-distribution strategy under ambiguity aversion, Sensitivity analysis of some applied probability models, On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model, Optimal fee structure of variable annuities, Optimal dividends under a drawdown constraint and a curious square-root rule, Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps, Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching, Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
Cites Work
- Optimal proportional reinsurance policies for diffusion models
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- Approximation of Optimal Reinsurance and Dividend Payout Policies
- Optimal Financing of a Corporation Subject To Random Returns
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Some Optimal Dividends Problems
- Risk theory in a Markovian environment
- The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
- Optimization of the flow of dividends
- On Optimal Dividend Strategies In The Compound Poisson Model
- Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
- On The Expected Discounted Penalty function for Lévy Risk Processes
- A Risk Model with Multilayer Dividend Strategy
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
- Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
- Discounted Dynamic Programming
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
- Asymptotic Theory for a Risk Process with a High Dividend Barrier
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Ruin Probabilities of a Dual Markov-Modulated Risk Model
- One‐person games of economic survival
- Games of Economic Survival with Discrete- and Continuous-Income Processes
- Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
- Optimal Dividends
- On the Time Value of Ruin
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimal risk control for a large corporation in the presence of returns on investments
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Risk theory with a nonlinear dividend barrier
- A link between wave governed random motions and ruin processes
- A ruin model with dependence between claim sizes and claim intervals
- Risk theory for the compound Poisson process that is perturbed by diffusion
- The win-first probability under interest force
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
- On the dual risk model with tax payments
- Optimal dividend strategies for a risk process under force of interest
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes
- Finite-time dividend-ruin models
- Methods for estimating the optimal dividend barrier and the probability of ruin
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy
- On a risk model with debit interest and dividend payments
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
- Optimal dividends with incomplete information in the dual model
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- A note on the compound binomial model with randomized dividend strategy
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator
- Jump diffusion processes and their applications in insurance and finance
- Optimal dividends in the dual model
- Dividend maximization under consideration of the time value of ruin
- The compound Poisson risk model with multiple thresholds
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- The Markovian regime-switching risk model with a threshold dividend strategy
- The tax identity in risk theory - a simple proof and an extension
- On a dual model with a dividend threshold
- Optimal dividends in the Brownian motion risk model with interest
- Recursive calculation of finite-time ruin probabilities
- On optimal dividend payments and related problems
- The Wiener process with drift between a linear retaining and an absorbing barrier
- Optimal risk and dividend control for a company with a debt liability
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
- A process with stochastic claim frequency and a linear dividend barrier
- On some measures of the severity of ruin in the classical Poisson model
- Risk vs. profit potential:
- Firm behaviour under the threat of liquidation
- Controlled diffusion models for optimal dividend pay-out
- The effect of interest on negative surplus
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Ruin probabilities for time-correlated claims in the compound binomial model.
- A generalized defective renewal equation for the surplus process perturbed by diffusion.
- Time in the red in a two state Markov model.
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- Discounted probabilities and ruin theory in the compound binomial model
- Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
- Simulation methods in ruin models with nonlinear dividend barriers.
- Optimal risk and dividend distribution control models for an insurance company
- How long is the surplus below zero?
- Lundberg's risk process with tax
- On the optimal dividend problem for a spectrally negative Lévy process
- Optimizing venture capital investments in a jump diffusion model
- On a class of renewal risk models with a constant dividend barrier
- The compound binomial model with randomized decisions on paying dividends
- The compound Poisson risk model with a threshold dividend strategy
- On optimal dividends: from reflection to refraction
- The expected time to ruin in a risk process with constant barrier via martingales
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- Spectrally negative Lévy processes with applications in risk theory
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- On a Classical Risk Model with a Constant Dividend Barrier
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- Dividend payments in the classical risk model under absolute ruin with debit interest
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- On a risk model with dependence between interclaim arrivals and claim sizes
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
- A Lévy Insurance Risk Process with Tax
- The Classical Risk Model with Constant Interest and Threshold Strategy
- Total duration of negative surplus for the dual model
- On a compounding assets model with positive jumps
- Optimal expected exponential utility of dividend payments in a Brownian risk model
- Randomized dividends in the compound binomial model with a general premium rate
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Maximizing Dividends without Bankruptcy
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Optimal Dividends in the Dual Model with Diffusion
- Martingales and insurance risk
- The Random Walk Between a Reflecting and an Absorbing Barrier
- On the probability of ruin in the presence of a linear dividend barrier
- On Optimal Dividend, Reinvestment, and Liquidation Policies for the Firm
- Risk processes perturbed by α-stable Lévy motion