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Dividend optimisation : a behaviouristic approach

Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224

Persistent link: https://www.econbiz.de/10012793924

Optimal dividend payout under stochastic discounting

Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; … - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 627-677

Persistent link: https://www.econbiz.de/10013164565

A note on optimal expected utility of dividend payments with proportional reinsurance

Liang, Xiaoqing; Palmowski, Zbigniew - In: Scandinavian actuarial journal (2018) 4, pp. 275-293

Persistent link: https://www.econbiz.de/10011881090

Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches

Strietzel, Philipp Lukas; Heinrich, Henriette Elisabeth - In: Risks : open access journal 10 (2022) 6, pp. 1-23

We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the … dividends until simultaneous ruin of both branches of an insurance company by showing that the optimal value function satisfies …

Persistent link: https://www.econbiz.de/10013363123

Stable dividends under linear-quadratic optimisation

Avanzi, B.; Falden, Debbie Kusch; Steffensen, Mogens - In: Quantitative finance 23 (2023) 9, pp. 1199-1215

Persistent link: https://www.econbiz.de/10014339901

A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time

Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823

Persistent link: https://www.econbiz.de/10012194999

Consumption optimization for recursive utility in a jump-diffusion model

Antonelli, Fabio; Mancini, Carlo - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 293-310

Persistent link: https://www.econbiz.de/10011642633

Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model

Zhao, Hui; Rong, Ximin; Ma, Weiqin; Gao, Bo - In: Modern economy 3 (2012) 6, pp. 718-725

Persistent link: https://www.econbiz.de/10009720485

Utility maximization in an illiquid market in continuous time

Soner, Halil Mete; Vukelja, Mirjana - In: Mathematical methods of operations research 84 (2016) 2, pp. 285-321

Persistent link: https://www.econbiz.de/10011673528

Extreme events, discounting and stochastic optimization

Ermolʹev, Jurij M.; Ermol'eva, Tatiana Y.; Fischer, … - 2010

Persistent link: https://www.econbiz.de/10003983872