2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.RM2010★ 2 cited
Optimization of dividend and reinsurance strategies under ruin probability constraint
Zongxia Liang, Jicheng Yao
This paper considers nonlinear regular-singular stochastic optimal control of large insurance company. The company controls the reinsurance rate and dividend payout process to maxi…
q-fin.RM2010
Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency
Zongxia Liang, Jicheng Yao
Based on a point of view that solvency and security are first, this paper considers regular-singular stochastic optimal control problem of a large insurance company facing positive…