ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS

DOI10.1017/asb.2017.42zbMath1390.91158OpenAlexW3121453267WikidataQ129987994 ScholiaQ129987994MaRDI QIDQ4562947

Lars Frederik Brandt Henriksen, Bernard Wong, Benjamin Avanzi

Publication date: 6 June 2018

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

Full work available at URL: http://hdl.handle.net/11343/235895

zbMATH Keywords

regulationdividendssolvencyfunding ratiorecovery requirements

Mathematics Subject Classification ID

Related Items (2)

On the surplus management of funds with assets and liabilities in presence of solvency requirements ⋮ Liquidation risk in insurance under contemporary regulatory frameworks

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal dividend payouts for diffusions with solvency constraints
• Spectral decomposition of optimal asset-liability management
• On a mean reverting dividend strategy with Brownian motion
• Optimal Financing of a Corporation Subject To Random Returns
• The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
• Strategies for Dividend Distribution: A Review
• Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities
• Games of Economic Survival with Discrete- and Continuous-Income Processes
• Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

This page was built for publication: ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS