Optimal investment problem of an insurer with consumption and dividends under proportional reinsurance and exponential utility preference : the implication of mode of taxation and transaction costs charging
Year of publication: |
October-September 2016
|
---|---|
Authors: | Ihedioha, Silas A. |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2016, 4, p. 195-204
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Rückversicherung | Reinsurance | Dividende | Dividend | Versicherung | Insurance | Portfolio-Management | Portfolio selection |
-
Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun, (2016)
-
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi, (2021)
-
Optimal risk and dividend strategies with transaction costs and terminal value
Cheng, Gongpin, (2016)
- More ...
-
Ihedioha, Silas A., (2013)
-
Optimization of probability of survival of insurance company investment with power utility function
Ihedioha, Silas A., (2014)
-
Ihedioha, Silas A., (2016)
- More ...