Optimality Results for Dividend Problems in Insurance∗
نویسندگان
چکیده
This paper is a survey of some classical contributions and recent progress in identifying optimal dividend payment strategies in the framework of collective risk theory. In particular, available mathematical tools are discussed and some challenges are described that occur under various objective functions and model assumptions. Finally, some open research problems in this field are stated. AMS classification: 93E20, 62P05, 91B30, 60J25
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تاریخ انتشار 2009