optimal dividend
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Optimal dividend payout under stochastic discounting

Mathematical Finance ◽

10.1111/mafi.12339 ◽

2022 ◽

Author(s):

Elena Bandini ◽

Tiziano De Angelis ◽

Giorgio Ferrari ◽

Fausto Gozzi

Keyword(s):

Dividend Payout ◽

Optimal Dividend

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Optimal Dividend and Proportional Reinsurance Strategy Under Standard Deviation Premium Principle

Bulletin of the Malaysian Mathematical Sciences Society ◽

10.1007/s40840-021-01220-w ◽

2022 ◽

Author(s):

Na Li ◽

Wei Wang

Keyword(s):

Standard Deviation ◽

Proportional Reinsurance ◽

Optimal Dividend

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Optimal dividend problems with a risk probability criterion

Naval Research Logistics (NRL) ◽

10.1002/nav.22026 ◽

2021 ◽

Author(s):

Xin Wen ◽

Xianping Guo ◽

Li Xia

Keyword(s):

Optimal Dividend ◽

Risk Probability ◽

Probability Criterion

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

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1917614 ◽

2021 ◽

pp. 1-37

Author(s):

Shanshan Liu ◽

Zhaoyang Liu ◽

Guoxin Liu

Keyword(s):

Optimal Dividend ◽

Optimal Dividend Strategy

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Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty

Methodology And Computing In Applied Probability ◽

10.1007/s11009-021-09865-7 ◽

2021 ◽

Author(s):

Ran Xu ◽

Wenyuan Wang ◽

Jose Garrido

Keyword(s):

Optimal Dividend ◽

Optimal Dividend Strategy ◽

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Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process

Mathematical Notes ◽

10.1134/s0001434621010156 ◽

2021 ◽

Vol 109 (1-2) ◽

pp. 125-135

Author(s):

I. G. Pospelov ◽

S. A. Radionov

Keyword(s):

Dividend Policy ◽

Telegraph Process ◽

Optimal Dividend ◽

Optimal Dividend Policy

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Optimal Dividend Problem: Asymptotic Analysis

SIAM Journal on Financial Mathematics ◽

10.1137/20m1354738 ◽

2021 ◽

Vol 12 (1) ◽

pp. 29-46

Author(s):

Asaf Cohen ◽

Virginia R. Young

Keyword(s):

Asymptotic Analysis ◽

Optimal Dividend

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A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon

SIAM Journal on Control and Optimization ◽

10.1137/20m1329949 ◽

2021 ◽

Vol 59 (4) ◽

pp. 2524-2545

Author(s):

Xiaoshan Chen ◽

Chonghu Guan ◽

Fahuai Yi

Keyword(s):

Free Boundary ◽

Boundary Problem ◽

Free Boundary Problem ◽

Finite Horizon ◽

Liquidity Management ◽

Optimal Dividend ◽

A Free Boundary Problem

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Optimal Dividend-Penalty Strategy in the Compound Poisson Model

Advances in Applied Mathematics ◽

10.12677/aam.2021.1012448 ◽

2021 ◽

Vol 10 (12) ◽

pp. 4218-4226

Author(s):

静伟李

Keyword(s):

Poisson Model ◽

Compound Poisson ◽

Compound Poisson Model ◽

Optimal Dividend ◽

Penalty Strategy

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Optimal dividend policy in an insurance company with contagious arrivals of claims

Mathematical Control & Related Fields ◽

10.3934/mcrf.2020024 ◽

2021 ◽

Vol 11 (1) ◽

pp. 1-22

Author(s):

Yiling Chen ◽

◽

Baojun Bian

Keyword(s):

Dividend Policy ◽

Insurance Company ◽

Optimal Dividend ◽

Optimal Dividend Policy

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