A consistent estimation of optimal dividend strategy in a risk model with delayed claims-Reference-Cited by-同舟云学术

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A consistent estimation of optimal dividend strategy in a risk model with delayed claims

Published:2020-09-09 Issue: Volume: Page:1-14
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Tan Jiyang¹,Yang Yang¹,Liu Shuren¹,Xiang Kainan¹

Affiliation:

1. School of Mathematics and Computational Science, Xiangtan University, Xiangtan, P.R. China

Funder

Hunan provincial Natural Science Foundation of China

Hu Xiang Gao Ceng Ci Ren Cai Ju Jiao Gong Cheng-Chuang Xin Ren Cai

Open fund for innovation platform of Hunan Provincial Department of Education

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2020.1818096

Reference27 articles.

1. Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes

2. CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

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