Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2010.515488
Reference26 articles.
1. Risk theory in a Markovian environment
2. Controlled diffusion models for optimal dividend pay-out
3. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
4. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
5. Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
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