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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Insolvenz"
~subject:"Transaktionskosten"
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
3
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
4
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
Saved in:
5
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin
;
Pérez, José-Luis
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
Saved in:
6
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Chen, Shumin
;
Zeng, Yan
;
Hao, Zhifeng
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011712350
Saved in:
7
Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 259-271
Persistent link: https://www.econbiz.de/10011597291
Saved in:
8
Optimal dividend payments under a time of ruin constraint : exponential claims
Hernández, Camilo
;
Junca, Mauricio
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 136-142
Persistent link: https://www.econbiz.de/10011422897
Saved in:
9
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
10
Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
Chadjiconstantinidis, Stathis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 470-484
Persistent link: https://www.econbiz.de/10009517546
Saved in:
11
An optimal dividends problem with transaction costs for spectrally negative Lévy processes
Loeffen, R. L.
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 41-48
Persistent link: https://www.econbiz.de/10009517600
Saved in:
12
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10009517656
Saved in:
13
Dividend maximization under consideration of the time value of ruin
Thonhauser, Stefan
;
Albrecher, Hansjörg
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 163-184
Persistent link: https://www.econbiz.de/10003755693
Saved in:
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