Results 31 to 40 of about 52,215 (182)
Nonlinear Analysis: Hybrid Systems, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Senren Tan, Zhuo Jin, G. Yin
semanticscholar +2 more sources
Optimal Dividend Problem: Asymptotic Analysis [PDF]
SIAM Journal on Financial Mathematics, 2020 We re-visit the classical problem of optimal payment of dividends and determine the degree to which the diffusion approximation serves as a valid approximation of the classical risk model for this problem.
A. Cohen, V. Young
semanticscholar +1 more source
Company Value with Ruin Constraint in a Discrete Model
Risks, 2018 Optimal dividend payment under a ruin constraint is a two objective control problem which—in simple models—can be solved numerically by three essentially different methods.
Christian Hipp
doaj +1 more source
Company Value with Ruin Constraint in Lundberg Models
Risks, 2018 In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models.
Christian Hipp
doaj +1 more source
Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint
Risks, 2019 We consider the optimal bail-out dividend problem with fixed transaction cost for a Lévy risk model with a constraint on the expected present value of injected capital.
Mauricio Junca +2 more
doaj +1 more source
Asymmetric information, self-selection and pricing of insurance contracts: the simple no-claims case [PDF]
, 2013 This paper presents an optional bonus-malus contract based on a pri-ori risk classification of the underlying insurance contract. By inducing self-selection, the purchase of the bonus-malus contract can be used as a screening device.
Donnelly, Catherine +3 more
core +2 more sources
Stakeholding Through the Permanent Fund Dividend: Fitting Practice to Theory [PDF]
, 2012 Alaska’s Permanent Fund Dividend (PFD) is the United States’ most significant, if not its only attempted, experiment with universal asset policies.
Griffin, Christopher L., Jr.
core +3 more sources
Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model
, 2014 This paper considers the optimal dividend payment problem in piecewise-deterministic compound Poisson risk models. The objective is to maximize the expected discounted dividend payout up to the time of ruin. We provide a comparative study in this general
Chao Zhu +7 more
core +1 more source
Optimal financing and dividend distribution in a general diffusion model with regime switching [PDF]
, 2015 We study the optimal financing and dividend distribution problem with restricted dividend rates in a diffusion type surplus model where the drift and volatility coefficients are general functions of the level of surplus and the external environment ...
Yang, Hailiang, Zhu, Jinxia
core +2 more sources