On optimality of the barrier strategy for the classical risk model with interest
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Publication:628629
DOI10.1007/S10255-011-0041-6zbMATH Open1217.91088OpenAlexW2169851668MaRDI QIDQ628629FDOQ628629
Publication date: 14 March 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0041-6
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Cited In (27)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest
- Optimal control with restrictions for a diffusion risk model under constant interest force
- Optimal expected exponential utility of dividend payments in a Brownian risk model
- Semiparametric estimation in the optimal dividend barrier for the classical risk model
- Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times
- Optimal dividend strategies for a risk process under force of interest
- Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint
- Optimal dividend strategy under the risk model with stochastic premium
- On the non-optimality of horizontal barrier strategies in the Sparre Andersen model
- On the dividends of the risk model with Markovian barrier
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Optimal stopping of the classical risk model controlled by dividend strategy
- Optimal dividend policies for piecewise-deterministic compound Poisson risk models
- The perturbed compound Poisson risk model with proportional investment
- Discrete time optimal dividend problem with constant premium and exponentially distributed claims
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process
- Approximations of the optimal dividends barrier in the classical risk models
- Maximization of T-A objective functions for risk models with constant interest force
- Optimal dividend payout for classical risk model with risk constraint
- Optimal dividend strategy in compound binomial model with bounded dividend rates
- On a barrier strategy for the classical risk process with constant interest force
- Optimality results for dividend problems in insurance
- Constant barrier strategies in a two-state Markov-modulated dual risk model
- Dividend optimization under the gamma-distribution of claims
- Maximizing dividends without bankruptcy in the case where the individual claims sizes are distributed as a mixture of shifted exponential distributions
- The optimal dividend strategy in the perturbed compound Poisson risk model with investment
- Optimal dividend strategy for an insurance group with contagious default risk
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