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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 …

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

On the Lebesgue property of monotone convex functions

Owari, Keita - In: Mathematics and financial economics 8 (2014) 2, pp. 159-167

Persistent link: https://www.econbiz.de/10010341763

Numerical computation of convex risk measures

Papayiannis, G. I.; Yannacopoulos, Athanasios N. - In: Advances of OR in commodities and financial modeling, (pp. 417-435). 2018

Persistent link: https://www.econbiz.de/10011871424

Mathematical model of financial investment risk

Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10011846199

Incorporating risk in a positive mathematical programming framework : a dual approach

Arata, Linda; Donati, Michele; Sckokai, Paolo; Arfini, … - In: The Australian journal of agricultural and resource … 61 (2017) 2, pp. 265-284

Persistent link: https://www.econbiz.de/10011674576

Technical note : stochastic optimization with decisions truncated by positively dependent random variables

Chen, Xin; Gao, Xiangyu - In: Operations research 67 (2019) 5, pp. 1321-1327

Persistent link: https://www.econbiz.de/10012107775

A risk averse approach to the capacity allocation problem in the airline cargo industry

Wada, Masato; Delgado, Felipe; Pagnoncelli, Bernardo K. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 643-651

Persistent link: https://www.econbiz.de/10011656840

Asymptotic Analysis for Optimal Dividends in a Dual Risk Model

Fahim, Arash - 2016

The dual risk model is a popular model in finance and insurance, which is mainly used to model the wealth process of a … venture capital or high tech company. Optimal dividends have been extensively studied in the literature for the dual risk …

Persistent link: https://www.econbiz.de/10013001352

Some optimal dividend problems in a Markov-modulated risk model

Li, Shuanming (contributor); Lu, Yi (contributor) - 2006

Persistent link: https://www.econbiz.de/10003297887

On central branch/reinsurance risk networks : exact results and heuristics

Avram, Florin; Loke, Sooie-Hoe - In: Risks : open access journal 6 (2018) 2, pp. 1-11

providing one possible formalization of the concept of a multi-dimensional risk network, which seems to us an appropriate …

Persistent link: https://www.econbiz.de/10011866341