Optimal dividend and reinsurance strategies with financing and liquidation value
by Dingjun Yao, Hailiang Yang and Rongming Wang
| Year of publication: |
2016
|
|---|---|
| Authors: | Yao, Dingjun ; Yang, Hailiang ; Wang, Rongming |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 365-399
|
| Subject: | Dividend strategy | financing strategy | proportional reinsurance | transaction costs | liquidation value | Dividende | Dividend | Rückversicherung | Reinsurance | Transaktionskosten | Transaction costs | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory | Portfolio-Management | Portfolio selection | Liquidation | Versicherung | Insurance |