Optimal dividend policy in an insurance company with contagious arrivals of claims
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Cites work
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
- Contagion modeling between the financial and insurance markets with time changed processes
- Convex viscosity solutions and state constraints
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- On capital injections and dividends with tax in a classical risk model
- On optimal dividend strategies in the compound Poisson model
- Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
- Optimal dividend distribution under Markov regime switching
- Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching
- Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
- Optimal dividend strategies for two collaborating insurance companies
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal investment and dividend policy in an insurance company: a varied bound for dividend rates
- Optimal investment policy and dividend payment strategy in an insurance company
- Optimal mixed impulse-equity insurance control problem with reinsurance
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
- Optimality results for dividend problems in insurance
- Risk processes with non-stationary Hawkes claims arrivals
- Spectra of some self-exciting and mutually exciting point processes
- Strategies for dividend distribution: a review
- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model
Cited in
(8)- scientific article; zbMATH DE number 5071078 (Why is no real title available?)
- Optimal dividend strategies for a catastrophe insurer
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
- Optimal reinsurance-investment strategy for a dynamic contagion claim model
- Optimal dividend strategy for an insurance group with contagious default risk
- scientific article; zbMATH DE number 3965294 (Why is no real title available?)
- Optimal dividend payment in an insurance company with stationary Hawkes process
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty
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