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Article: Optimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle

TitleOptimal risk and dividend control problem with fixed costs and salvage value: Variance premium principle
Authors
Yao, DYang, HWang, R
KeywordsCapital injection
Dividend payment
Fixed costs
Proportional reinsurance
Salvage value
Variance principle
Issue Date2014
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecmod
Citation
Economic Modelling, 2014, v. 37, p. 53-64 How to Cite?
DOI: http://dx.doi.org/10.1016/j.econmod.2013.10.026
Persistent Identifierhttp://hdl.handle.net/10722/198102
ISI Accession Number ID
WOS:000331920900006

 

DC FieldValueLanguage
dc.contributor.authorYao, Den_US
dc.contributor.authorYang, Hen_US
dc.contributor.authorWang, Ren_US
dc.date.accessioned2014-06-25T02:47:08Z-
dc.date.available2014-06-25T02:47:08Z-
dc.date.issued2014en_US
dc.identifier.citationEconomic Modelling, 2014, v. 37, p. 53-64en_US
dc.identifier.urihttp://hdl.handle.net/10722/198102-
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecmod-
dc.relation.ispartofEconomic Modellingen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Economic Modelling. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economic Modelling, 2014, v. 37, p. 53-64. DOI: 10.1016/j.econmod.2013.10.026-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectCapital injection-
dc.subjectDividend payment-
dc.subjectFixed costs-
dc.subjectProportional reinsurance-
dc.subjectSalvage value-
dc.subjectVariance principle-
dc.titleOptimal risk and dividend control problem with fixed costs and salvage value: Variance premium principleen_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.econmod.2013.10.026en_US
dc.identifier.scopuseid_2-s2.0-84887813505-
dc.identifier.hkuros229403en_US
dc.identifier.volume37en_US
dc.identifier.spage53en_US
dc.identifier.epage64en_US
dc.identifier.isiWOS:000331920900006-

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