Similar Search Results

Narrow search

Optimal payout strategies when Bruno de Finetti meets model uncertainty

Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia - In: Insurance : mathematics and economics 116 (2024), pp. 148-164

Persistent link: https://www.econbiz.de/10015066799

Optimal dividends with debts and nonlinear insurance risk processes

Meng, Hui; Siu, Tak Kuen; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 110-121

Persistent link: https://www.econbiz.de/10009785414

On optimal reinsurance, dividend and reinvestment strategies

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

Persistent link: https://www.econbiz.de/10009269977

Optimal risk exposure and dividend payout policies under model uncertainty

Feng, Yang; Zhu, Jinxia; Siu, Tak Kuen - In: Insurance / Mathematics & economics 100 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012622379

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

Zhu, Jinxia; Siu, Tak Kuen; Yang, Hailiang - In: European journal of operational research : EJOR 285 (2020) 1, pp. 66-80

Persistent link: https://www.econbiz.de/10012239478

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