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Moment and polynomial bounds for ruin-related quantities in risk theory

He, Yue; Kawai, Reiichiro - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1255-1271

Persistent link: https://www.econbiz.de/10013363852

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

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 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

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 the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions

Choi, Michael C. H.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 59 (2014), pp. 121-132

Persistent link: https://www.econbiz.de/10010469165

Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin

Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268

Persistent link: https://www.econbiz.de/10011543937

Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10011308397

Optimal dividends in the dual risk model under a stochastic interest rate

Cheng, Zailei - In: International journal of financial engineering 4 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011673118

On the Threshold Dividend Strategy for a Generalized Jump-Diffusion Risk Model

Chi, Yichun - 2011

In this paper, we generalize the Cramer-Lundberg risk model perturbed by diffusion to incorporate jumps due to the …) under the threshold dividend strategy. We derive an integral equation for the EDP function and subsequently obtain an …

Persistent link: https://www.econbiz.de/10013134437