3 papers
q-fin.MF2020
Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model
Julia Eisenberg, Zbigniew Palmowski
This paper considers an optimal dividend distribution problem for an insurance company where the dividends are paid in a foreign currency. In the absence of dividend payments, our…
q-fin.RM2019
Transforming public pensions: A mixed scheme with a credit granted by the state
M. Carmen Boado-Penas, Julia Eisenberg, Ralf Korn
Birth rates have dramatically decreased and, with continuous improvements in life expectancy, pension expenditure is on an irreversibly increasing path. This will raise serious con…
q-fin.MF2016
The Impact of Negative Interest Rates on Optimal Capital Injections
Julia Eisenberg, Paul Krühner
In the present paper, we investigate the optimal capital injection behaviour of an insurance company if the interest rate is allowed to become negative. The surplus process of the…