搜索结果: 1-4 共查到“理论经济学 Optimal dividend”相关记录4条 . 查询时间(0.05 秒)
Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model
Piecewise-deterministic compound Poisson model optimal stochastic control HJB equation quasi-variational inequality threshold strategy barrier strategy
2011/7/5
This paper deals with optimal dividend payment problem in the general setup of a
piecewise-deterministic compound Poisson risk model. The objective of an insurance
business under consideration is to...
Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk
Optimal dividend reinsurance strategy Optimal
2010/10/21
We consider an optimal control problem of a property insurance company with proportional reinsurance strategy. The insurance business brings in catastrophe risk, such as earthquake and flood. The cata...
Optimal dividend policy of a large insurance company with positive transaction cost under higher solvency and security
Regular-singular stochastic optimal control Solvency Stochastic
2010/10/20
Based on a point of view that solvency and security are first, this paper considers regular-singular stochastic optimal control problem of a large insurance company facing positive transaction cost a...
Optimal dividend and investing control of a insurance company with higher solvency constraints
Optimal dividend policy Optimal return function Solvency
2010/10/20
This paper considers optimal control problem of a large insurance company under a fixed insolvency probability. The company controls proportional reinsurance rate, dividend pay-outs and investing pro...