STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY

DOI10.1142/S0218202505000972zbMath1124.91040OpenAlexW2054778268MaRDI QIDQ3370182

Maria D. van der Walt, Helgard Raubenheimer, Mark Adam Petersen

Publication date: 7 February 2006

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202505000972

zbMATH Keywords

stochastic modellingsolvency ratio

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (2)

Optimizing asset and capital adequacy management in banking ⋮ Bank management via stochastic optimal control

Cites Work

• On optimal dividend payments and related problems
• Optimal risk and dividend control for a company with a debt liability
• Optimal risk and dividend distribution control models for an insurance company
• Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
• Optimal risk control for a large corporation in the presence of returns on investments

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