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

DOI10.1007/S10255-012-0166-2zbMATH Open1254.91283OpenAlexW2158191098MaRDI QIDQ692676FDOQ692676

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

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zbMATH Keywords

optimal dividendproportional reinsurancecapital injectionsnon-cheap

Mathematics Subject Classification ID

Cites Work

• Controlled diffusion models for optimal dividend pay-out
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Optimal dynamic reinsurance policies for large insurance portfolios
• Controlling risk exposure and dividends payout schemes: Insurance company example
• Title not available (Why is that?)
• Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
• Optimal Financing of a Corporation Subject To Random Returns
• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections

Cited In (11)

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

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