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Some optimisation problems in insurance with a terminal distribution constraint

Published:2022-11-13 Issue: Volume: Page:1-24
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Colaneri Katia¹^ORCID,Eisenberg Julia²,Salterini Benedetta³

Affiliation:

1. Department of Economics and Finance, University of Rome – Tor Vergata, Rome, Italy

2. Institute of Statistics and Mathematical Methods, TU Wien, Vienna, Austria

3. Department of Mathematics and Computer Science, University of Florence, Florence, Italy

Funder

Istituto Nazionale di Alta Matematica “Francesco Severi”, Indam-Gnampa

Austrian Science Fund

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2142156

Reference21 articles.

1. Controlled diffusion models for optimal dividend pay-out

2. Strategies for Dividend Distribution: A Review

3. Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

4. Optimal Reinsurance Arrangements Under Tail Risk Measures

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1. Ex-ante evaluation of a cross-sectorial business model for risk management in new product development: the case of Haitian farming;Review of Agricultural, Food and Environmental Studies;2024-09-09

2. Minimizing an insurer's probability of ruin with branching businesses;Mathematical Control and Related Fields;2024

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