Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps

Author:

Guan ChonghuORCID

Funder

NNSF of China

NSF of Guangdong Province of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference33 articles.

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3. Avanzi, B.: Strategies for dividend distribution: a review. North Am. Actuarial J. 13, 217–251 (2009)

4. Wei, J., Yang, H., Wang, R.: Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. Stoch. Anal. Appl. 28(6), 1078–1105 (2010)

5. Taksar, M., Zhou, X.Y.: Optimal risk and dividend control for a company with a debt liability. Insurance 22(1), 105–122 (1998)

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