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An optimal reinsurance management and dividend payout strategy when the insurer’s reserve is an Ito-Levy process
Mataramvura, Sure - In: Cogent economics & finance 7 (2019) 1, pp. 1-11
We solve the problem of an insurer who decides to optimally allocate a proportion (1-a(t)) of premiums to a re-insurance …
Persistent link: https://www.econbiz.de/10014233048
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Optimal reinsurance and dividend payment strategies
Pechlivanides, Pantelis - 1975
Persistent link: https://www.econbiz.de/10000629799
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Optimal debt ratio and dividend payment strategies with reinsurance
Zhuo, Jin; Yang, Hailiang; Yin, G. - In: Insurance / Mathematics & economics 64 (2015), pp. 351-363
Persistent link: https://www.econbiz.de/10011398096
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On a bivariate risk process with a dividend barrier strategy
Liu, Luyin; Cheung, Eric C. K. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10011299206
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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010416845
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On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui; Siu, Tak Kuen - In: Economic modelling 28 (2011) 1/2, pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
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Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model
Azcue, Pablo; Muler, Nora - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 261-308
Persistent link: https://www.econbiz.de/10002725480
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Premiums, investments, and reinsurance
Miśta, Paweł; Otto, Wojciech - In: Statistical tools for finance and insurance, (pp. 453-488). 2005
Persistent link: https://www.econbiz.de/10002732931
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Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001917772
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Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10001487076