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Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest
Zhu, Jinxia; Chen, Feng - In: Economic modelling 46 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011436574
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Portfolio optimization with early announced discrete dividends
Desmettre, Sascha; Grün, Sarah; Korn, Ralf - In: Operations research letters 46 (2018) 5, pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
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Some optimal dividends problems
Dickson, David C. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790733
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Dividend optimization for regime-switching general diffusions
Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456
Persistent link: https://www.econbiz.de/10010195911
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De Finetti's optimal dividends problem with an affine penalty function at ruin
Loeffen, Ronnie L.; Renaud, Jean-François - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 98-108
Persistent link: https://www.econbiz.de/10003953307
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Some optimal dividend problems in a Markov-modulated risk model
Li, Shuanming (contributor); Lu, Yi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297887
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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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Portfolio Optimization with Early Announced Discrete Dividends
Desmettre, Sascha - 2018
problem. For this, we develop a new discrete dividend model that allows for the possibility of early announcement and ensures … that the drop of the stock price at the ex-dividend date equals the dividend. The resulting portfolio problem can be solved …
Persistent link: https://www.econbiz.de/10012928171
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Asymptotic Analysis for Optimal Dividends in a Dual Risk Model
Fahim, Arash - 2016
The dual risk model is a popular model in finance and insurance, which is mainly used to model the wealth process of a venture capital or high tech company. Optimal dividends have been extensively studied in the literature for the dual risk model. It is well known that the value function of this...
Persistent link: https://www.econbiz.de/10013001352
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A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823
Persistent link: https://www.econbiz.de/10012194999