Optimal dividend strategy for the dual model with surplus-dependent expense

DOI10.1080/03610926.2021.1917614OpenAlexW3165854752MaRDI QIDQ5875242

Zhaoyang Liu, Guoxin Liu, Shanshan Liu

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1917614

zbMATH Keywords

optimal dividenddual modelband strategyMarkov strategymeasure-valued DPE

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• On the optimal dividend problem for insurance risk models with surplus-dependent premiums
• Optimal dividend strategies for a risk process under force of interest
• Optimal dividends in the dual model
• On a dual model with a dividend threshold
• On the optimal dividend problem in the dual model with surplus-dependent premiums
• Jumping Markov processes
• Dividend problems in the dual risk model with exponentially distributed observation time
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
• Optimal Dividends in the Dual Model with Diffusion
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models
• Strategies for Dividend Distribution: A Review
• Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
• Optimal dividend strategies for two collaborating insurance companies
• On the expectation of total discounted operating costs up to default and its applications
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
• Stochastic Optimization in Insurance

This page was built for publication: Optimal dividend strategy for the dual model with surplus-dependent expense