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Optimal ratcheting of dividends in insurance. (2021). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg.
In: Papers.
RePEc:arx:papers:1910.06910.

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  3. Albrecher, H., Azcue, P. and Muler N. (2017). Optimal dividend strategies for two collaborating insurance companies. Advances in Applied Probability 49, No.2, 515–548.
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  4. Angoshtari, B., Bayraktar, E. and Young, V.R. (2019) Optimal dividend distribution under drawdown and ratcheting constraints on dividend rates. SIAM Journal on Financial Mathematics 10, No.2, 547–577.

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  20. Optimal ratcheting of dividends in insurance. (2021). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg.
    In: Papers.
    RePEc:arx:papers:1910.06910.

    Full description at Econpapers || Download paper

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