Matches in SemOpenAlex for { <https://semopenalex.org/work/W2531091567> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2531091567 abstract "In this paper, we study the optimal dividend pay-out problem for a risk-sensitive insurance company equipped with a logarithmic utility function. First we formulate the problem as a discrete-time Markov decision process (DTMDP for short), and seek to maximize the expected logarithmic utility of the cumulated discounted dividends until ruin. Under mild assumptions, we show that the value function satisfies an optimality equation. Then we obtain some properties of the largest maximizer of the optimality equation. Finally, we show that the dividend pay-out mapped by the largest maximizer at all periods constitute an optimal dividend policy." @default.
- W2531091567 created "2016-10-21" @default.
- W2531091567 creator A5015792118 @default.
- W2531091567 creator A5049807322 @default.
- W2531091567 creator A5068737630 @default.
- W2531091567 date "2016-01-01" @default.
- W2531091567 modified "2023-09-25" @default.
- W2531091567 title "Dividend pay-out problems with the logarithmic utility" @default.
- W2531091567 doi "https://doi.org/10.1360/n012015-00401" @default.
- W2531091567 hasPublicationYear "2016" @default.
- W2531091567 type Work @default.
- W2531091567 sameAs 2531091567 @default.
- W2531091567 citedByCount "0" @default.
- W2531091567 crossrefType "journal-article" @default.
- W2531091567 hasAuthorship W2531091567A5015792118 @default.
- W2531091567 hasAuthorship W2531091567A5049807322 @default.
- W2531091567 hasAuthorship W2531091567A5068737630 @default.
- W2531091567 hasConcept C10138342 @default.
- W2531091567 hasConcept C105795698 @default.
- W2531091567 hasConcept C116168712 @default.
- W2531091567 hasConcept C126255220 @default.
- W2531091567 hasConcept C134306372 @default.
- W2531091567 hasConcept C14036430 @default.
- W2531091567 hasConcept C144237770 @default.
- W2531091567 hasConcept C14646407 @default.
- W2531091567 hasConcept C149782125 @default.
- W2531091567 hasConcept C159886148 @default.
- W2531091567 hasConcept C162118730 @default.
- W2531091567 hasConcept C162324750 @default.
- W2531091567 hasConcept C205706631 @default.
- W2531091567 hasConcept C2776291640 @default.
- W2531091567 hasConcept C33923547 @default.
- W2531091567 hasConcept C39927690 @default.
- W2531091567 hasConcept C59399099 @default.
- W2531091567 hasConcept C78458016 @default.
- W2531091567 hasConcept C86803240 @default.
- W2531091567 hasConcept C98763669 @default.
- W2531091567 hasConceptScore W2531091567C10138342 @default.
- W2531091567 hasConceptScore W2531091567C105795698 @default.
- W2531091567 hasConceptScore W2531091567C116168712 @default.
- W2531091567 hasConceptScore W2531091567C126255220 @default.
- W2531091567 hasConceptScore W2531091567C134306372 @default.
- W2531091567 hasConceptScore W2531091567C14036430 @default.
- W2531091567 hasConceptScore W2531091567C144237770 @default.
- W2531091567 hasConceptScore W2531091567C14646407 @default.
- W2531091567 hasConceptScore W2531091567C149782125 @default.
- W2531091567 hasConceptScore W2531091567C159886148 @default.
- W2531091567 hasConceptScore W2531091567C162118730 @default.
- W2531091567 hasConceptScore W2531091567C162324750 @default.
- W2531091567 hasConceptScore W2531091567C205706631 @default.
- W2531091567 hasConceptScore W2531091567C2776291640 @default.
- W2531091567 hasConceptScore W2531091567C33923547 @default.
- W2531091567 hasConceptScore W2531091567C39927690 @default.
- W2531091567 hasConceptScore W2531091567C59399099 @default.
- W2531091567 hasConceptScore W2531091567C78458016 @default.
- W2531091567 hasConceptScore W2531091567C86803240 @default.
- W2531091567 hasConceptScore W2531091567C98763669 @default.
- W2531091567 hasLocation W25310915671 @default.
- W2531091567 hasOpenAccess W2531091567 @default.
- W2531091567 hasPrimaryLocation W25310915671 @default.
- W2531091567 hasRelatedWork W1542556995 @default.
- W2531091567 hasRelatedWork W1982556518 @default.
- W2531091567 hasRelatedWork W1986580344 @default.
- W2531091567 hasRelatedWork W2003968610 @default.
- W2531091567 hasRelatedWork W2023166712 @default.
- W2531091567 hasRelatedWork W2046390254 @default.
- W2531091567 hasRelatedWork W2070004332 @default.
- W2531091567 hasRelatedWork W2079766974 @default.
- W2531091567 hasRelatedWork W2080778088 @default.
- W2531091567 hasRelatedWork W2098251965 @default.
- W2531091567 hasRelatedWork W2122887622 @default.
- W2531091567 hasRelatedWork W2134147351 @default.
- W2531091567 hasRelatedWork W2255721617 @default.
- W2531091567 hasRelatedWork W2360207537 @default.
- W2531091567 hasRelatedWork W2395504118 @default.
- W2531091567 hasRelatedWork W2585008042 @default.
- W2531091567 hasRelatedWork W2962944268 @default.
- W2531091567 hasRelatedWork W3126141897 @default.
- W2531091567 hasRelatedWork W431166142 @default.
- W2531091567 hasRelatedWork W762187204 @default.
- W2531091567 isParatext "false" @default.
- W2531091567 isRetracted "false" @default.
- W2531091567 magId "2531091567" @default.
- W2531091567 workType "article" @default.