Found 22 Documents (Results 1–22)
Optimal dividend policy in an insurance company with contagious arrivals of claims. (English) Zbl 1479.91314
Reviewer: Hanspeter Schmidli (Köln)
Optimal dividend payment in an insurance company with stationary Hawkes process. (Chinese. English summary) Zbl 1463.91110
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. (English) Zbl 1445.91055
Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004
Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019).
Reviewer: Jonas Šiaulys (Vilnius)
Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs. (English) Zbl 1412.91039
MSC:
91B30
93E20
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes. (English) Zbl 1401.91147
Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle. (English) Zbl 1411.91326
MSC:
91B30
93E20
Equilibrium dividend strategy with non-exponential discounting in a dual model. (English) Zbl 1335.91065
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. (English) Zbl 1307.93470
The optimal policy for insurance company under consideration of internal competition and the time value of ruin. (English) Zbl 1303.91092
Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. (English) Zbl 1281.93108
Optimal dividend and capital injection strategies with transaction costs and exponentially distributed observation time. (English) Zbl 1299.91083
MSC:
91B30
A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin. (English) Zbl 1240.91052
MSC:
91B30
62P05
Optimal financing and dividend strategies in a dual model with proportional costs. (English) Zbl 1218.93112
Optimal investment policy and dividend payment strategy in an insurance company. (English) Zbl 1196.91033
Reviewer: Georgiy Shevchenko (Kiev)
Optimal expected exponential utility of divident payments in Brownian risk model. (English) Zbl 1164.62080
Reviewer: N. M. Zinchenko (Kyïv)
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