Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2012, Number 2, Pages 55–57 (Mi vmumm482)  
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Optimization of a dividend strategy of an insurance company continuing its work after the ruin

N. V. Karapetyan

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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Abstract: A model of the work of an insurance company is considered. It is supposed that the company applies a dividend barrier strategy and shareholders cover the deficit at the time of ruin so that the company can continue its functioning after the ruin. The existence of the strategies maximizing either the dividends amount or the profit of shareholders is proved both for discrete and continuous time.
Key words: discounted dividends, profit, barrier strategies.
Received: 25.05.2011
English version:
Moscow University Mathematics Bulletin, 2012, Volume 67, Issue 2, Pages 86–88
DOI: https://doi.org/10.3103/S0027132212020106
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: N. V. Karapetyan, “Optimization of a dividend strategy of an insurance company continuing its work after the ruin”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 2, 55–57; Moscow University Mathematics Bulletin, 67:2 (2012), 86–88
Citation in format AMSBIB
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\paper Optimization of a dividend strategy of an insurance company continuing its work after the ruin
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2012
\issue 2
\pages 55--57
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\jour Moscow University Mathematics Bulletin
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\pages 86--88
\crossref{https://doi.org/10.3103/S0027132212020106}
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