Results 11 to 20 of about 52,215 (182)
Optimal Debt Ratio and Dividend Payment Policies for Insurers with Ambiguity [PDF]
Mathematics, 2023 This study considers the optimal debt ratio and dividend payment policies for an insurer concerned about model misspecification. We assume that the insurer can invest all of its asset to the financial market and the ambiguity may exist in the risky asset.
Dan Zhu, Cuixia Chen, Bing Liu
doaj +4 more sources
Optimal Dividend Payment in De Finetti Models: Survey and New Results and Strategies [PDF]
Risks, 2020 We consider optimal dividend payment under the constraint that the with-dividend ruin probability does not exceed a given value α. This is done in most simple discrete De Finetti models.
Christian Hipp
doaj +6 more sources
Optimal debt ratio and dividend payment strategies with reinsurance [PDF]
Insurance: Mathematics and Economics, 2015 This paper derives the optimal debt ratio and dividend payment strategies for an insurance company. Taking into account the impact of reinsurance policies and claims from the credit derivatives, the surplus process is stochastic that is jointly ...
Jin, Z, Yang, H, Yin, G
core +8 more sources
Optimal investment policy and dividend payment strategy in an insurance company [PDF]
The Annals of Applied Probability, 2010 We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cram\'{e}r--Lundberg process. The firm has the option of investing part of the surplus in a Black--Scholes financial
Di Tella +3 more
core +9 more sources
Optimal investment and dividend payment strategies with debt management and reinsurance
Journal of Industrial & Management Optimization, 2018 This paper derives the optimal debt ratio, investment and dividend payment strategies for an insurance company. The surplus process is jointly determined by the reinsurance strategies, debt levels, investment portfolios and unanticipated shocks.
Qian Zhao, Zhuo Jin, Jiaqin Wei
semanticscholar +4 more sources
Stochastic Optimal Control of Investment and Dividend Payment Model under Debt Control with Time-Inconsistency [PDF]
Mathematical Problems in Engineering, 2018 This paper considers the optimal debt ratio, investment, and dividend payment policies for insurers with time-inconsistency. The surplus process of an insurance company is determined by the change of asset value and the change of liabilities.
Dan Zhu, Chuancun Yin
semanticscholar +4 more sources
Optimal liability ratio and dividend payment strategies under catastrophic risk
Journal of Industrial & Management Optimization, 2018 This paper investigates the optimal strategies for liability management and dividend payment in an insurance company. The surplus process is jointly determined by the reinsurance policies, liability levels, future claims and unanticipated shocks.
Linyi Qian +3 more
semanticscholar +4 more sources
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections [PDF]
Automatica, 2013 This work focuses on numerical methods for finding optimal investment, dividend payment, and capital injection policies to maximize the present value of the difference between the cumulative dividend payment and the possible capital injections.
Zhuo Jin, Hailiang Yang, G. George Yin
semanticscholar +5 more sources
Optimal Reinsurance and Dividend Payment Strategies [PDF]
ASTIN Bulletin, 1978 This paper presents a normative model for the sequential reinsurance and dividend-payment problem of the Insurance Company (I.C.). Optimal strategies are found in closed form for a class of utility functions. In some sense the model studied can be viewed as an adaptation of Hakansson's investment-consumption model of the individual [3] or a ...
Pantelis M. Pechlivanides
semanticscholar +4 more sources
Land, 2021 Background: The distribution of farmers’ increment income is the key to the transfer of land use rights. This research aims to detect the optimal payment mode for the distribution of land increment income obtained by farmers in land rights transfer ...
Lei Yan, Kairong Hong, Hui Li
doaj +2 more sources