Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Year of publication: |
2015
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Authors: | Tan, Jiyang ; Li, Chun ; Li, Ziqiang ; Xiangqun, Yang ; Zhang, Bicheng |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 82.2015, 1, p. 61-83
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Subject: | Delayed claim | Optimal dividend strategy | Penalty for ruin | Time of ruin | Transformation | Dividende | Dividend | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Risiko | Risk | Finanzmathematik | Mathematical finance |
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