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Scandinavian Actuarial Journal Volume 2013, 2013 - Issue 2
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Original Articles

Optimal dividend control for a generalized risk model with investment incomes and debit interest

Jinxia Zhu School of Actuarial Studies, Australian School of Business, University of New South Wales, Sydney, NSW, AustraliaCorrespondence[email protected]
Pages 140-162 | Accepted 28 Apr 2011, Published online: 09 Jun 2011

Citations (11)

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Read on this site (1)

Zhuo Jin, Zuo Quan Xu & Bin Zou. (2022) A perturbation approach to optimal investment, liability ratio, and dividend strategies. Scandinavian Actuarial Journal 2022:2, pages 165-188.
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Articles from other publishers (10)

Wei Wang & Jingmin He. (2020) Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. Periodica Mathematica Hungarica 82:1, pages 39-55.
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Lin Xu, Shaosheng Xu & Dingjun Yao. (2020) Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance. Computers & Mathematics with Applications 79:3, pages 716-734.
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Jingwei Li, Guoxin Liu & Jinyan Zhao. (2019) Optimal Dividend-Penalty Strategies for Insurance Risk Models with Surplus-Dependent Premiums. Acta Mathematica Scientia 40:1, pages 170-198.
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泽晋 杨. (2019) Optimal Dividend Problem for the Compound Poisson Model with Investment Incomes and Debit Interest. Advances in Applied Mathematics 08:04, pages 669-675.
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Wenguang Yu, Yujuan Huang & Chaoran Cui. (2018) The Absolute Ruin Insurance Risk Model with a Threshold Dividend Strategy. Symmetry 10:9, pages 377.
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Jinxia Zhu & Feng Chen. (2015) Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest. Economic Modelling 46, pages 142-156.
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Lin Xu, Hao Wang & Dingjun Yao. (2015) Optimal Investment and Consumption for an Insurer with High-Watermark Performance Fee. Mathematical Problems in Engineering 2015, pages 1-14.
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Jinxia Zhu. (2014) Singular optimal dividend control for the regime-switching Cramér–Lundberg model with credit and debit interest. Journal of Computational and Applied Mathematics 257, pages 212-239.
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Yujuan Huang & Wenguang Yu. (2014) The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model with a Constant Dividend Barrier. Mathematical Problems in Engineering 2014, pages 1-7.
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Jinxia Zhu. (2012) Singular Optimal Dividend Control for the Regime-Switching Cramér-Lundberg Model with Credit and Debit Interest. SSRN Electronic Journal.
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