期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
The Optimal Investment,Liability and Dividends in Insurance
1
作者 Ping-Jin Deng Xiu-Fang Li Xiao-Wei Chen 《Journal of the Operations Research Society of China》 EI CSCD 2021年第2期395-409,共15页
In this paper,we build an optimal control model with the objective to maximize the expected value of the time discount utility by selecting optimal investment,liability and dividend strategies for insurance companies.... In this paper,we build an optimal control model with the objective to maximize the expected value of the time discount utility by selecting optimal investment,liability and dividend strategies for insurance companies.We then use the techniques from Merton(J Econ Theory 3(4):373–413,1971)to solve our optimal control problem and deduce the optimal control solutions.Finally,we analyze the economic impacts on the optimal controls of the parameters in insurance market. 展开更多
关键词 asset and liability management Optimal dividends HJB equation
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部