Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms

DOI10.1080/03461238.2022.2147862zbMath1521.91307arXiv2207.01329OpenAlexW4310273052MaRDI QIDQ6096076

Unnamed Author, Hansjoerg Albrecher

Publication date: 11 September 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.01329

zbMATH Keywords

stochastic controlgenetic algorithmsCramér-Lundberg risk modeloptimal dividend strategies

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Cites Work

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• Strategies for Dividend Distribution: A Review
• On the Time Value of Ruin
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

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