Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs

DOI10.1007/s10255-012-0166-2zbMath1254.91283OpenAlexW2158191098MaRDI QIDQ692676

Yi-dong Wu, Jun-Yi Guo

Publication date: 6 December 2012

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-012-0166-2

zbMATH Keywords

proportional reinsurancecapital injectionsoptimal dividendnon-cheap

Mathematics Subject Classification ID

Related Items (3)

Optimal impulse dividend and capital injection model with proportional and fixed transaction costs ⋮ Optimal dividend strategy in compound binomial model with bounded dividend rates ⋮ Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin

Cites Work

• Unnamed Item
• Optimal dividend and issuance of equity policies in the presence of proportional costs
• Optimal dividend strategies in a Cramér-Lundberg model with capital injections
• Controlled diffusion models for optimal dividend pay-out
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Optimal dynamic reinsurance policies for large insurance portfolios
• Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
• Optimal Financing of a Corporation Subject To Random Returns
• Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

This page was built for publication: Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs