Optimal dividend strategies for surplus-dependent premiums and surplus-dependent claim arrivals rates: the cases of bounded dividend rates

DOI10.15960/J.CNKI.ISSN.1007-6093.2021.01.003zbMATH Open1488.91095MaRDI QIDQ5153441FDOQ5153441

Authors: Xue Liu, Jingwei Li, Guoxin Liu 

Publication date: 29 September 2021

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zbMATH Keywords

band structureoptimal dividend problemMarkov strategymeasure-valued DPE

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (5)

• On the optimal dividend problem for insurance risk models with surplus-dependent premiums
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
• Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums

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