Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230802591098
Reference19 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 AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
5. CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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