A perturbation approach to optimal investment, liability ratio, and dividend strategies
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DOI: 10.1080/03461238.2021.1938199
Abstract: We study an optimal dividend problem for an insurer who simultaneously controls investment weights in a financial market, liability ratio in the insurance business, and dividend payout rate. The insurer seeks an optimal strategy to… read more here.
Keywords: liability ratio; dividend; investment; perturbation approach ... See more keywords