Dividends: from refracting to ratcheting
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Publication:1622509
DOI10.1016/j.insmatheco.2018.09.003zbMath1417.91260OpenAlexW2890523392WikidataQ129226686 ScholiaQ129226686MaRDI QIDQ1622509
Nicole Bäuerle, Martin Bladt, Hansjoerg Albrecher
Publication date: 19 November 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.09.003
scale functionspectrally negative Lévy processexpected time to ruinratcheting dividend strategyrefracted dividend strategy
Related Items (10)
On the dividends of the risk model with Markovian barrier ⋮ Optimal Ratcheting of Dividends in a Brownian Risk Model ⋮ Stable dividends under linear-quadratic optimisation ⋮ A refracted Lévy process with delayed dividend pullbacks ⋮ The dual risk model under a mixed ratcheting and periodic dividend strategy ⋮ A Lévy risk model with ratcheting and barrier dividend strategies ⋮ Measuring the suboptimality of dividend controls in a Brownian risk model ⋮ Optimal dividends under a drawdown constraint and a curious square-root rule ⋮ Optimal Ratcheting of Dividends in Insurance ⋮ Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
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