Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680902968005
Reference13 articles.
1. Controlled diffusion models for optimal dividend pay-out
2. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
3. CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
4. Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
5. A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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