Optimal Ratcheting of Dividends in Insurance-Reference-Cited by-同舟云学术

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Optimal Ratcheting of Dividends in Insurance

Published:2020-01 Issue:4 Volume:58 Page:1822-1845
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Albrecher Hansjörg,Azcue Pablo,Muler Nora

Funder

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/19M1304878

Reference14 articles.

1. Optimal dividend strategies for two collaborating insurance companies

2. Dividends: From refracting to ratcheting

3. Optimality results for dividend problems in insurance

4. Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates

5. Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates

Cited by 16 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 Dividend Payout Under Brownian Motion Surplus;SIAM Journal on Control and Optimization;2024-09-10

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

3. Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation;Japanese Journal of Statistics and Data Science;2024-03-26

4. Optimal Loss Reporting in Continuous Time with Full Insurance;SSRN Electronic Journal;2024

5. Stable dividends under linear-quadratic optimisation;Quantitative Finance;2023-07-24

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