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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg
;
Garcia Flores, Brandon
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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2
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
3
Optimal reinsurance from an optimal transport perspective
Acciaio, Beatrice
;
Albrecher, Hansjörg
;
García …
- In:
Insurance : mathematics and economics
122
(
2025
),
pp. 194-213
Persistent link: https://www.econbiz.de/10015432078
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