Optimal dividend strategies in a Cramér–Lundberg model with capital injections-Reference-Cited by-同舟云学术

Optimal dividend strategies in a Cramér–Lundberg model with capital injections

Published:2008-10 Issue:2 Volume:43 Page:270-278
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Kulenko Natalie,Schmidli Hanspeter

Publisher

Elsevier BV

Subject

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

Reference12 articles.

1. Ruin Probabilities;Asmussen,2000

2. Some optimal dividends problems;Dickson;ASTIN Bulletin,2004

3. Su un’impostazione alternativa della teoria collettiva del rischio;de Finetti;Transactions of the XVth International Congress of Actuaries,1957

4. Entscheidungskriterien für den zusammengesetzten Poisson-Prozess;Gerber;Schweizerische Vereinigung der Versicherungsmathematiker. Mitteilungen,1969

5. A note on the dividends-penalty identity and the optimal dividend barrier;Gerber;ASTIN Bulletin,2006

Cited by 120 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. Optimal Ratcheting of Dividends with Capital Injection;Mathematics of Operations Research;2024-08-13

2. Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects;Applied Mathematics and Computation;2024-07

3. Optimal payout strategies when Bruno de Finetti meets model uncertainty;Insurance: Mathematics and Economics;2024-05

4. A flame combustion model-based wildfire-induced tripping risk assessment approach of transmission lines;Frontiers in Energy Research;2024-01-19

5. Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model;Review of Quantitative Finance and Accounting;2023-12-11