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Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

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On dividend strategies with non-exponential discounting

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Optimal dividend and reinsurance strategies with financing and liquidation value

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Optimal payout strategies when Bruno de Finetti meets model uncertainty

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Optimal dividends with debts and nonlinear insurance risk processes

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On optimal reinsurance, dividend and reinvestment strategies

Meng, Hui; Siu, Tak Kuen - In: Economic modelling 28 (2011) 1/2, pp. 211-218

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Optimal risk exposure and dividend payout policies under model uncertainty

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Singular dividend optimization for a linear diffusion model with time-inconsistent preferences

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On optimal reinsurance, dividend and reinvestment strategies

Meng, Hui; Siu, Tak Kuen - In: Economic Modelling 28 (2011) 1, pp. 211-218

We investigate an optimal reinsurance and dividend problem of an insurance company with the presence of reinvestments, or retained earnings. We consider the general situation that the company needs to pay both fixed and proportional costs. The object of the company is to determine reinsurance,...

Persistent link: https://www.econbiz.de/10010573309