Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence

Published:2024-03 Issue: Volume: Page:1-0
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Yang Bo¹,Song Ruili²,Yao Dingjun³,Cheng Gongpin⁴

Affiliation:

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

2. School of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing, China

3. School of Finance, Nanjing University of Finance and Economics, Nanjing, China

4. School of Economics, Nanjing University of Finance and Economics, Nanjing, China

Funder

National Natural Science Foundation of China

the Natural Science Foundation of the Jiangsu Higher Education Institutions of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/15326349.2024.2321195

Reference25 articles.

1. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

2. Controlled diffusion models for optimal dividend pay-out

3. On the optimal dividend problem for a spectrally negative Lévy process

4. Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

5. Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP