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Optimal risk and dividend control problem with fixed costs and salvage value : variance premium principle

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic modelling 37 (2014), pp. 53-64

Persistent link: https://www.econbiz.de/10010416845

Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes

Zhao, Yongxia; Chen, Ping; Yang, Hailiang - In: Insurance / Mathematics & economics 74 (2017), pp. 135-146

Persistent link: https://www.econbiz.de/10011712427

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

Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Economic Modelling 37 (2014) C, pp. 53-64

In this paper we study the combined optimal dividend, capital injection and reinsurance problems in a dynamic setting. The reinsurance premium is assumed to be calculated via the variance principle instead of the expected value principle. The proportional and fixed transaction costs and the...

Persistent link: https://www.econbiz.de/10010744004