Optimal financing and dividend control of the insurance company with proportional reinsurance policy

By Lin He, Zongxia Liang. 2008

69 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a91ea215edd282cb1404833418ee282927e81f42

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Minghe Zhou
2. Guohui Guan
3. Kam Chuen Yuen
4. Zongxia Liang
5. Zhibin Liang

In Economics and Econometrics

1. Kam Chuen Yuen
2. Minghe Zhou
3. Guohui Guan
4. Zongxia Liang

In Management Science and Operations Research

1. Minghe Zhou
2. Guohui Guan
3. Kam Chuen Yuen
4. Zongxia Liang
5. Zhibin Liang

Citations in the corpus

• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, background): “The proof is very simple, see Fleming and Soner [8](1993), Guan and Liang[18](2014), Guan and Liang [19](2014), He and Liang [18](2008) and [19](2009), so we omit it here.”
• Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle (2012, methodology): “Motivated by the work of Løkka and Zervos (2008) and He and Liang (2008), we study the optimal capital injection and dividend problem with proportional reinsurance under the variance premium principle.”