Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle

Brownian motion and stochastic calculus

Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations

Engineering, Mathematics, Physics +14

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

S⊘ren Asmussen, Bjarne H�jgaard, Michael Taksar · Finance and Stochastics · 2000 · 262 citations

Business, Insurance, Risk Management +17

On Optimal Dividend Strategies In The Compound Poisson Model

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 2006 · 246 citations

Business, Economics, Finance +16

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

Bjarne Hø Jgaard, Michael Taksar · Mathematical Finance · 1999 · 226 citations

Business, Economics, Finance +17

Optimal risk and dividend distribution control models for an insurance company

Michael Taksar · Mathematical Methods of Operations Research · 2000 · 180 citations

Business, Insurance, Risk Management +16