A note on optimal expected utility of dividend payments with proportional reinsurance
Work
Year: 2017
Type: article
Abstract: In this paper, we consider the problem of maximizing the expected discounted utility of dividend payments for an insurance company that controls risk exposure by purchasing proportional reinsurance. W... more
Source: Scandinavian Actuarial Journal
Authors Xiaoqing Liang, Zbigniew Palmowski
Institutions Hebei University of Technology, AGH University of Krakow, Wrocław University of Science and Technology
Cites: 38
Cited by: 9
Related to: 10
FWCI: 1.158
Citation percentile (by year/subfield): 82.36
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Funders National Science Foundation, National Natural Science Foundation of China, Narodowym Centrum Nauki
Grant IDS QN2016176, 11571189, 2015/17/B/ST1/01102