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20172025
most citedOptimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional

1 citations · 1 across the 3 of their papers we have counts for

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math.OC2025

Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion

Jingyi Cao, Dongchen Li, Virginia R. Young +1

We revisit the optimal dividend problem of de Finetti by adding a variance term to the usual criterion of maximizing the expected discounted dividends paid until ruin, in a singula…

math.OC2025

Equilibrium Mean-Variance Dividend Rate Strategies

Jingyi Cao, Dongchen Li, Virginia R. Young +1

This paper studies an optimal dividend problem for a company that aims to maximize the mean-variance (MV) objective of the accumulated discounted dividend payments up to its ruin t…