Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

DOI10.1007/S10255-012-0166-2MaRDI QIDQ692676zbMATH OpenOpenAlexFDO

Authors Yidong Wu, Junyi Guo

Publication date 6 December 2012

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-012-0166-2

zbMATH Keywords

optimal dividendproportional reinsurancecapital injectionsnon-cheap

Mathematics Subject Classification ID

Recommendations

• Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
• Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs
• Optimal dividend, capital injection and reinsurance strategies with variance premium principle
• Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy

Cites work

• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• Controlled diffusion models for optimal dividend pay-out
• Controlling risk exposure and dividends payout schemes: Insurance company example
• Optimal Financing of a Corporation Subject To Random Returns
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Optimal dynamic reinsurance policies for large insurance portfolios
• Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

Cited in

(13)

• Optimal impulse dividend and capital injection model with proportional and fixed transaction costs
• Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy
• Optimal proportional reinsurance with constant dividend barrier
• Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin
• Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
• Optimal control of capital injections by reinsurance in a diffusion approximation
• Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
• Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
• Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs
• Calculating optimal dividend payment, reinsurance, and investment strategies in a diffusion model
• OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
• Optimal dividend strategy in compound binomial model with bounded dividend rates
• Optimal dividend, capital injection and reinsurance strategies with variance premium principle

This page was built for publication: Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q692676)