Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk Mode [PDF]
Scandinavian Actuarial Journal, 2006 We consider the following optimisation problem for an insurance company Here U(x) = (1−exp(−γx))/γ denotes an exponential utility function with risk aversion parameter γ, C denotes the accumulated dividend process, and β a discount factor. We show that – assuming that a certain integral equation has a solution – the optimal strategy is a barrier ...
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