On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums-Reference-Cited by-同舟云学术

On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums

Published:2017-01-09 Issue:2 Volume:179 Page:533-552
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Marciniak Ewa,Palmowski Zbigniew

Funder

Narodowe Centrum Nauki (PL)

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/article/10.1007/s10957-016-1050-7/fulltext.html

Reference23 articles.

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2. Gerber, H.U., Shiu, E.S.W.: Optimal dividends: analysis with Brownian motion. N. Am. Actuar. J. 8(1), 1–20 (2004)

3. Asmussen, S., Taksar, M.: Controlled diffusion models for optimal dividend pay-out. Insur. Math. Econ. 20(1), 1–15 (1997)

4. Jeanblanc, M., Shiryaev, A.: Optimization of the flow of dividends. Russ. Math. Surv. 50(2), 257–277 (1995)

5. Pablo, A., Nora, N.: Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. Math. Financ. 15(2), 261–308 (2005)

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