Strategies for dividend distribution: a review
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Recommendations
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Cites work
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
- A generalized defective renewal equation for the surplus process perturbed by diffusion.
- A Lévy Insurance Risk Process with Tax
- A link between wave governed random motions and ruin processes
- A note on the compound binomial model with randomized dividend strategy
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- A note on the expected present value of dividends with a constant barrier in the discrete time model
- A process with stochastic claim frequency and a linear dividend barrier
- A risk model with multilayer dividend strategy
- A ruin model with dependence between claim sizes and claim intervals
- An exact solution of the risk equation with a step current reserve function
- Approximation of Optimal Reinsurance and Dividend Payout Policies
- Asymptotic Theory for a Risk Process with a High Dividend Barrier
- 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
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Discounted Dynamic Programming
- Discounted probabilities and ruin theory in the compound binomial model
- 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
- Dividend maximization under consideration of the time value of ruin
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Dividend payments in the classical risk model under absolute ruin with debit interest
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Finite-time dividend-ruin models
- Firm behaviour under the threat of liquidation
- Games of Economic Survival with Discrete- and Continuous-Income Processes
- Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
- Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
- How long is the surplus below zero?
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- Jump diffusion processes and their applications in insurance and finance
- Lundberg's risk process with tax
- Martingales and insurance risk
- Maximizing Dividends without Bankruptcy
- Methods for estimating the optimal dividend barrier and the probability of ruin
- Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
- Moments of the dividend payments and related problems in a Markov-modulated risk model
- Numerical ultimate ruin probabilities under interest force
- On a class of renewal risk models with a constant dividend barrier
- On a Classical Risk Model with a Constant Dividend Barrier
- On a compounding assets model with positive jumps
- On a dual model with a dividend threshold
- On a risk model with debit interest and dividend payments
- On a risk model with dependence between interclaim arrivals and claim sizes
- On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model
- On optimal dividend payments and related problems
- On optimal dividend strategies in the compound Poisson model
- On Optimal Dividend, Reinvestment, and Liquidation Policies for the Firm
- On optimal dividends: from reflection to refraction
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
- On some measures of the severity of ruin in the classical Poisson model
- On the covergence of a solution method for a risk model with gamma-distributed claims
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- On the dual risk model with tax payments
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator
- On the expected discounted penalty function for Lévy risk processes
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
- On the non-optimality of horizontal barrier strategies in the Sparre Andersen model
- On the optimal dividend problem for a spectrally negative Lévy process
- On the probability of ruin in the presence of a linear dividend barrier
- On the Time Value of Ruin
- One‐person games of economic survival
- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
- Optimal dividend strategies for a risk process under force of interest
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
- Optimal Dividends
- Optimal dividends in the Brownian motion risk model with interest
- Optimal dividends in the dual model
- Optimal Dividends in the Dual Model with Diffusion
- Optimal dividends under reinsurance
- Optimal dividends with incomplete information in the dual model
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- Optimal expected exponential utility of dividend payments in a Brownian risk model
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy
- Optimal Financing of a Corporation Subject To Random Returns
- Optimal proportional reinsurance policies for diffusion models
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal risk and dividend control for a company with a debt liability
- Optimal risk and dividend distribution control models for an insurance company
- 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
- Optimization of the flow of dividends
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
- Optimizing venture capital investments in a jump diffusion model
- Randomized dividends in the compound binomial model with a general premium rate
- Recursive calculation of finite-time ruin probabilities
- Recursive calculation of the dividend moments in a multi-threshold risk model
- Risk processes perturbed by α-stable Lévy motion
- Risk theory for the compound Poisson process that is perturbed by diffusion
- Risk theory in a Markovian environment
- Risk theory with a nonlinear dividend barrier
- Risk vs. profit potential:
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Ruin probabilities of a dual Markov-modulated risk model
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy
- Simulation methods in ruin models with nonlinear dividend barriers.
- Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
- Some Optimal Dividends Problems
- Spectrally negative Lévy processes with applications in risk theory
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- The Classical Risk Model with Constant Interest and Threshold Strategy
- The compound binomial model with randomized decisions on paying dividends
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- The compound Poisson risk model with a threshold dividend strategy
- The compound Poisson risk model with multiple thresholds
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- The effect of interest on negative surplus
- The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
- The expected time to ruin in a risk process with constant barrier via martingales
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- The Markovian regime-switching risk model with a threshold dividend strategy
- The Random Walk Between a Reflecting and an Absorbing Barrier
- The tax identity in risk theory - a simple proof and an extension
- The Wiener process with drift between a linear retaining and an absorbing barrier
- The win-first probability under interest force
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Time in the red in a two state Markov model.
- Total duration of negative surplus for the dual model
- Weak convergence approach to compound Poisson risk processes perturbed by diffusion
Cited in
(only showing first 100 items - show all)- Dividends: from refracting to ratcheting
- The dual risk model with dividends taken at arrival
- Dividend policy and tax structure
- 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 dividend-financing strategies in a dual risk model with time-inconsistent preferences
- Optimal threshold dividend strategies under the compound Poisson model with regime switching
- Dividend maximization in a hidden Markov switching model
- Optimal dividend payment and regime switching in a compound Poisson risk model
- On a perturbed MAP risk model under a threshold dividend strategy
- 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
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
- On optimal dividends with exponential and linear penalty payments
- 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 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
- Optimality of the threshold dividend strategy for the compound Poisson model
- Optimal payout strategies when Bruno de Finetti meets model uncertainty
- Analysis of risk models using a level crossing technique
- Dividends in finite time horizon
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