OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.0960-1627.2005.00220.x/fullpdf
Reference24 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. Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
4. Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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