Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms-Reference-Cited by-同舟云学术

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Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms

Published:2022-11-27 Issue: Volume: Page:1-23
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Albrecher Hansjörg¹^ORCID,Garcia Flores Brandon²^ORCID

Affiliation:

1. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne and Swiss Finance Institute, Lausanne, Switzerland

2. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland

Publisher

Informa UK Limited

Subject

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

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2022.2147862

Reference26 articles.

1. Optimality results for dividend problems in insurance

2. Ruin Probabilities

3. Strategies for Dividend Distribution: A Review

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

5. On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Optimal Multibarrier Strategy for a Singular Stochastic Control Problem with a State-Dependent Reward;Applied Mathematics & Optimization;2024-09-12

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