OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
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Publication:5358076
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Aspects of risk theory
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Controlled diffusion models for optimal dividend pay-out
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
- Games of Economic Survival with Discrete- and Continuous-Income Processes
- Impulse Control of Brownian Motion: The Constrained Average Cost Case
- Impulse control of proportional reinsurance with constraints
- On minimizing the ruin probability by investment and reinsurance
- On the Optimal Stochastic Impulse Control of Linear Diffusions
- Optimal Dividends
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Optimal dividend payouts for diffusions with solvency constraints
- Optimal dividend strategy with transaction costs for an upward jump model
- Optimal dividends with debts and nonlinear insurance risk processes
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal dynamic risk control for insurers with state-dependent income
- Optimal impulse control with variance premium principle
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Optimal non-proportional reinsurance control
- 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 the excess of loss reinsurance policies
Cited in
(18)- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
- Optimal proportional reinsurance with constant dividend barrier
- Set-valued Haezendonck-Goovaerts risk measure and its properties
- Optimal impulse control with variance premium principle
- Optimal insurance risk control with multiple reinsurers
- Optimal dividend, capital injection and reinsurance strategies with variance premium principle
- Optimal stop-loss reinsurance with joint utility constraints
- Stochastic differential reinsurance games with capital injections
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle
- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Optimal combined dividend and reinsurance policies under interest rate in Lévy markets
- Optimal dividend problem with a nonlinear regular-singular stochastic control
- Optimal dividend and reinsurance in the presence of two reinsurers
- Optimal dividend and risk control strategies for an insurer with two groups of reinsurers
- Optimal dividend payments for a two-dimensional insurance risk process
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
- A note on optimal insurance risk control with multiple reinsurers
- Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
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