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20112025
most citedExact and asymptotic results for insurance risk models with surplus-dependent premiums

33 citations · 41 across the 10 of their papers we have counts for

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math.OC2023

Asymptototic Expected Utility of Dividend Payments in a Classical Collective Risk Process

Sebastian Baran, Corina Constantinescu, Zbigniew Palmowski

We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cram…