Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Jiyang Tan; Chun Li; Ziqiang Li; Xiangqun Yang; Bicheng Zhang
| Year of publication: |
2015
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|---|---|
| Authors: | Tan, Jiyang ; Li, Chun ; Li, Ziqiang ; Xiangqun, Yang ; Zhang, Bicheng |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 82.2015, 1, p. 61-83
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| Subject: | Delayed claim | Optimal dividend strategy | Penalty for ruin | Time of ruin | Transformation | Dividende | Dividend | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection |