Matches in SemOpenAlex for { <https://semopenalex.org/work/W2072964332> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2072964332 endingPage "1667" @default.
- W2072964332 startingPage "1652" @default.
- W2072964332 abstract "For an insurance company with a debt liability, they could make some management actions, such as reinsurance, paying dividends, and capital injection, to balance the profitability and financial bankruptcy. Our objective is to determine risk retention rate, dividend, and capital injection strategy so as to maximize the expected discounted dividends minus the discounted cost of capital injection until the time of ruin. We assume that the dividend payments and capital injection should occur with both fixed and proportional costs. We obtain explicit expressions of the optimal value functions as well as the corresponding optimal joint strategies by routine procedures in a comprehensive basic model using a new technique to solve the related equations. Our results show that whether recapitalizing is profitable or not depends on the costs of capital raising and that the firm injects capital only when the reserves are zero and recapitalizes to the optimal reserves level if the cost of external capital is low. Copyright © 2013 John Wiley & Sons, Ltd." @default.
- W2072964332 created "2016-06-24" @default.
- W2072964332 creator A5038091252 @default.
- W2072964332 creator A5047703798 @default.
- W2072964332 creator A5075464709 @default.
- W2072964332 date "2013-07-10" @default.
- W2072964332 modified "2023-10-05" @default.
- W2072964332 title "Optimal control problem for an insurance surplus model with debt liability" @default.
- W2072964332 cites W1969952045 @default.
- W2072964332 cites W1979182537 @default.
- W2072964332 cites W1983448988 @default.
- W2072964332 cites W2005806583 @default.
- W2072964332 cites W2013163585 @default.
- W2072964332 cites W2032472904 @default.
- W2072964332 cites W2036562422 @default.
- W2072964332 cites W2039281159 @default.
- W2072964332 cites W2056063163 @default.
- W2072964332 cites W2060167382 @default.
- W2072964332 cites W2087301842 @default.
- W2072964332 cites W2093500953 @default.
- W2072964332 cites W2100197382 @default.
- W2072964332 cites W2125854305 @default.
- W2072964332 cites W2136538802 @default.
- W2072964332 cites W3121243437 @default.
- W2072964332 cites W4235089132 @default.
- W2072964332 cites W4245802079 @default.
- W2072964332 doi "https://doi.org/10.1002/mma.2927" @default.
- W2072964332 hasPublicationYear "2013" @default.
- W2072964332 type Work @default.
- W2072964332 sameAs 2072964332 @default.
- W2072964332 citedByCount "4" @default.
- W2072964332 countsByYear W20729643322013 @default.
- W2072964332 countsByYear W20729643322018 @default.
- W2072964332 countsByYear W20729643322020 @default.
- W2072964332 countsByYear W20729643322021 @default.
- W2072964332 crossrefType "journal-article" @default.
- W2072964332 hasAuthorship W2072964332A5038091252 @default.
- W2072964332 hasAuthorship W2072964332A5047703798 @default.
- W2072964332 hasAuthorship W2072964332A5075464709 @default.
- W2072964332 hasConcept C10138342 @default.
- W2072964332 hasConcept C116168712 @default.
- W2072964332 hasConcept C120527767 @default.
- W2072964332 hasConcept C149933338 @default.
- W2072964332 hasConcept C162118730 @default.
- W2072964332 hasConcept C162324750 @default.
- W2072964332 hasConcept C166957645 @default.
- W2072964332 hasConcept C166970017 @default.
- W2072964332 hasConcept C175444787 @default.
- W2072964332 hasConcept C181622380 @default.
- W2072964332 hasConcept C59399099 @default.
- W2072964332 hasConcept C74734477 @default.
- W2072964332 hasConcept C83646750 @default.
- W2072964332 hasConcept C95457728 @default.
- W2072964332 hasConceptScore W2072964332C10138342 @default.
- W2072964332 hasConceptScore W2072964332C116168712 @default.
- W2072964332 hasConceptScore W2072964332C120527767 @default.
- W2072964332 hasConceptScore W2072964332C149933338 @default.
- W2072964332 hasConceptScore W2072964332C162118730 @default.
- W2072964332 hasConceptScore W2072964332C162324750 @default.
- W2072964332 hasConceptScore W2072964332C166957645 @default.
- W2072964332 hasConceptScore W2072964332C166970017 @default.
- W2072964332 hasConceptScore W2072964332C175444787 @default.
- W2072964332 hasConceptScore W2072964332C181622380 @default.
- W2072964332 hasConceptScore W2072964332C59399099 @default.
- W2072964332 hasConceptScore W2072964332C74734477 @default.
- W2072964332 hasConceptScore W2072964332C83646750 @default.
- W2072964332 hasConceptScore W2072964332C95457728 @default.
- W2072964332 hasIssue "11" @default.
- W2072964332 hasLocation W20729643321 @default.
- W2072964332 hasOpenAccess W2072964332 @default.
- W2072964332 hasPrimaryLocation W20729643321 @default.
- W2072964332 hasRelatedWork W19481230 @default.
- W2072964332 hasRelatedWork W2107709271 @default.
- W2072964332 hasRelatedWork W2114266261 @default.
- W2072964332 hasRelatedWork W2383434294 @default.
- W2072964332 hasRelatedWork W2802613722 @default.
- W2072964332 hasRelatedWork W2885898513 @default.
- W2072964332 hasRelatedWork W3125409326 @default.
- W2072964332 hasRelatedWork W3138382910 @default.
- W2072964332 hasRelatedWork W4322630381 @default.
- W2072964332 hasRelatedWork W4381277423 @default.
- W2072964332 hasVolume "37" @default.
- W2072964332 isParatext "false" @default.
- W2072964332 isRetracted "false" @default.
- W2072964332 magId "2072964332" @default.
- W2072964332 workType "article" @default.