Optimal debt ratio and dividend strategies for an insurer under a regime-switching model-Reference-Cited by-同舟云学术

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Optimal debt ratio and dividend strategies for an insurer under a regime-switching model

Published:2018-10-02 Issue:4 Volume:34 Page:435-463
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Zhao Qian¹,Jin Zhuo²,Wei Jiaqin³

Affiliation:

1. School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, China;

2. Centre for Actuarial Studies, Department of Economics, The University of Melbourne, Melbourne, Australia;

3. School of Statistics, East China Normal University, Shanghai, China

Funder

Doctoral Program Foundation of the Ministry of Education of China

National Natural Science Foundation of China

the 111 Project

Program of Shanghai Subject Chief Scientist

Research Grants Council of the Hong Kong Special Administrative Region

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/15326349.2018.1527703

Reference13 articles.

1. Strategies for Dividend Distribution: A Review

2. An Application of Stochastic Control Theory to Financial Economics

3. Optimal dividend distribution under Markov regime switching

4. Optimal debt ratio and dividend payment strategies with reinsurance

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