How might model uncertainty and transaction costs impact retained earning & dividend strategies? : an examination through a classical insurance risk model
Yang Feng, Tak Kuen Siu, Jinxia Zhu
| Year of publication: |
2025
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|---|---|
| Authors: | Feng, Yang ; Siu, Tak Kuen ; Zhu, Jinxia |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 131-158
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| Subject: | Cash withdrawal/dividend payout | Classical risk model | Impulse control | Model uncertainty | Transaction costs | Transaktionskosten | Dividende | Dividend | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Risikomanagement | Risk management | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431893