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Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
0 references·16 citing·45 second hopsampled
Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (1999)Controlling Risk Exposure and Dividends P…ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (2014)ON THE OPTIMAL DIVIDEND PROBL…Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (2011)Optimal dividend and capital …Strategies for Dividend Distribution: A Review (2009)Strategies for Dividend Distr…Optimality results for dividend problems in insurance (2009)Optimality results for divide…Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (2008)Optimal financing and dividen…Optimal dividend and issuance of equity policies in the presence of proportional costs (2007)Optimal dividend and issuance…OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR (2006)OPTIMAL DIVIDEND POLICY WITH …Optimal Bank Capital with Costly Recapitalization* (2006)Optimal Bank Capital with Cos…CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (2006)CLASSICAL AND IMPULSE STOCHAS…Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (2004)Optimal dynamic portfolio sel…Optimal control of risk exposure, reinsurance and investments for insurance portfolios (2004)Optimal control of risk expos…Simulation based stress tests of banks' regulatory capital adequacy (2003)Simulation based stress tests…A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (2003)A Diffusion Model for Optimal…Optimal Financing of a Corporation Subject To Random Returns (2002)Optimal Financing of a Corpor…Optimal risk and dividend control for a company with a debt liability (1998)Optimal risk and dividend con…Optimal proportional reinsurance policies for diffusion models with transaction costs (1998)Optimal proportional reinsura…Dividend Policy, Growth, and the Valuation of Shares (1961)Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)De Finetti’s optimal dividends problem with an affine penalty function at ruin (2009)Optimality of the threshold dividend strategy for the compound Poisson model (2011)The Investment, Financing, and Valuation of the Corporation (1963)On the Time Value of Ruin (1998)Theory of games and economic behavior (2019)Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Stochastic controls : Hamiltonian systems and HJB equations (1999)Optimal dynamic reinsurance policies for large insurance portfolios (2003)Controlled Markov Processes and Viscosity Solutions (2005)Aspects of Risk Theory (1991)Optimization of the flow of dividends (1995)Optimal Dividends (2004)Optimal dividends in the dual model under transaction costs (2013)Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs (2014)Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (2017)Stochastic differential equations with reflecting boundary conditions (1984)Controlled markov processes and viscosity solutions (1994)Continuous Martingales and Brownian Motion (1999)Dynamic mean-variance problem with constrained risk control for the insurers (2008)Pension funds with a minimum guarantee: a stochastic control approach (2010)Stochastic Integration and Differential Equations (2005)Brownian Motion and Stochastic Calculus (2007)Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2011)Optimal dividend distribution under Markov regime switching (2012)Brownian Motion and Stochastic Calculus (1988)Optimal proportional reinsurance and investment in a stock market with Ornstein–Uhlenbeck process (2011)Optimal Reinsurance and Investment for a 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  • 2009Strategies for Dividend Distribution: A Review207 cited
  • 2006Optimal Bank Capital with Costly Recapitalization*187 cited
  • 2009Optimality results for dividend problems in insurance158 cited
  • 2006CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM141 cited
  • 2003A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control124 cited
  • 2007Optimal dividend and issuance of equity policies in the presence of proportional costs117 cited
  • 2003Simulation based stress tests of banks' regulatory capital adequacy106 cited
  • 2004Optimal control of risk exposure, reinsurance and investments for insurance portfolios106 cited
  • 1998Optimal risk and dividend control for a company with a debt liability103 cited
  • 2011Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs100 cited
  • 2014ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS91 cited
  • 2004Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy88 cited
  • 2006OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR84 cited
  • 2008

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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
82 cited
  • 1998Optimal proportional reinsurance policies for diffusion models with transaction costs81 cited
  • 2002Optimal Financing of a Corporation Subject To Random Returns80 cited