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Optimal dividend-reinsurance with two types of premium principles
Hui Meng, Ming Zhou,
Tak Kuen Siu
Department of Applied Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
9
Citations (Scopus)
Overview
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Dive into the research topics of 'Optimal dividend-reinsurance with two types of premium principles'. Together they form a unique fingerprint.
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Business & Economics
Premium Principles
100%
Optimal Dividends
96%
Reinsurance
79%
Dividends
40%
Time to Ruin
38%
Numerical Analysis
35%
Impulse Control
32%
Payment
32%
Optimal Reinsurance
31%
Proportional Transaction Costs
30%
Closed-form Solution
25%
Value Function
23%
Insurer
21%
Safety
20%
Shareholders
17%
Insurance
16%
Mathematics
Reinsurance
94%
Dividend
86%
Strategy
19%
Transaction Costs
19%
Impulse Control
18%
Safety
15%
Insurance
14%
Closed-form Solution
14%
Policy
13%
Value Function
12%
Maximise
12%
Numerical Analysis
12%
Directly proportional
11%
Control Problem
11%
Engineering & Materials Science
Shareholders
98%
Insurance
79%
Numerical analysis
58%
Costs
25%