Approximation of Optimal Reinsurance and Dividend Payout Policies
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.0960-1627.2004.00183.x/fullpdf
Reference39 articles.
1. S.Asmussen, B.Hjgaard, and M.Taksar(2000 ): Optimal Risk Control and Dividend Distribution Policies. Example of Excess-of Loss Reinsurance for an Insurance Corporation ,Finance Stoch.4 , 299 324 .
2. S.Asmussen, and M.Taksar(1997 ): Controlled Diffusion Models for Optimal Dividend Pay-Out ,Insurance: Math. Economics20 , 1 15 .
3. K.Borch(1967 ): The Theory of Risk.J. Royal Stat. Soc. B29 , 432 452 .
4. K.Borch(1969 ): The Capital Structure of a Firm ,Swedish J. Econ.71 , 1 13 .
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