Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal Dividends in the Dual Model with Diffusion - MaRDI portal

Optimal Dividends in the Dual Model with Diffusion

From MaRDI portal
Publication:3634595

DOI10.2143/AST.38.2.2033357zbMath1274.91463OpenAlexW4245802079MaRDI QIDQ3634595

Benjamin Avanzi, Hans U. Gerber

Publication date: 25 June 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.2.2033357




Related Items (58)

Optimal dividends and capital injections for a spectrally positive Lévy processOn the optimal dividend problem for insurance risk models with surplus-dependent premiumsOptimal dividend-financing strategies in a dual risk model with time-inconsistent preferencesOptimality of multi-refraction control strategies in the dual modelOn the optimal dividend problem in the dual model with surplus-dependent premiumsThe moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk processOn a dual risk model perturbed by diffusion with dividend thresholdOptimal dividend strategy under Parisian ruin with affine penaltySOME ADVANCES ON THE ERLANG(n) DUAL RISK MODELREFRACTION–REFLECTION STRATEGIES IN THE DUAL MODELOptimal periodic dividend and capital injection problem for spectrally positive Lévy processesRuin probabilities for the phase-type dual model perturbed by diffusionA perturbation approach to optimal investment, liability ratio, and dividend strategiesFirst passage time for compound Poisson processes with diffusion: ruin theoretical and financial applicationsOn dividends in the phase–type dual risk modelDividend optimisation: a behaviouristic approachOn the dual risk model with diffusion under a mixed dividend strategyEquilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processesOn the optimality of periodic barrier strategies for a spectrally positive Lévy processOptimal dividends and capital injections in the dual model with a random time horizonRuin probability in the dual risk model with two revenue streamsThe dual risk model under a mixed ratcheting and periodic dividend strategyOn the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov propertyConstant barrier strategies in a two-state Markov-modulated dual risk modelA dual risk model with additive and proportional gains: ruin probability and dividendsOn a dual model with barrier strategyUnnamed ItemDividend problems in the dual model with diffusion and exponentially distributed observation timeOptimal dividend strategy in compound binomial model with bounded dividend ratesON OPTIMAL DIVIDENDS IN THE DUAL MODELOn the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type GainsThe Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk ModelOn a multi-threshold compound Poisson process perturbed by diffusionViscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costsOptimal dividends in the dual model under transaction costsValuing equity-linked death benefits in jump diffusion modelsOptimal dividend problem with a terminal value for spectrally positive Lévy processesDividend problems in the dual risk modelOn the Parisian ruin of the dual Lévy risk modelParisian ruin with a threshold dividend strategy under the dual Lévy risk modelOptimal dividend and equity issuance in the perturbed dual model under a penalty for ruinOn optimal periodic dividend strategies in the dual model with diffusionON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESSReview of statistical actuarial risk modellingOn a dual model with a dividend thresholdOptimal dividends with an affine penaltyThe perturbed dual risk model with constant interest and a threshold dividend strategyA Markov Additive Risk Process with a Dividend BarrierPrecommitted investment strategy versus time-consistent investment strategy for a dual risk modelOptimal dividend strategy with transaction costs for an upward jump modelOptimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend paymentsDividend problems with a barrier strategy in the dual risk model until bankruptcyA unifying approach to the analysis of business with random gainsOptimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costsOptimal control problem for an insurance surplus model with debt liabilityOptimal dividend strategy for the dual model with surplus-dependent expenseOptimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costsStrategies for Dividend Distribution: A Review



Cites Work


This page was built for publication: Optimal Dividends in the Dual Model with Diffusion