In this paper we consider a modified version of the classical optimal dividend problem taking
into account both expected dividends and the time value of ruin. We assume that the risk …

In this paper we study the optimal dividend problem for a company whose surplus process
evolves as a spectrally positive Lévy process before dividends are deducted. This model …

In this paper, we study the optimal control problem for a company whose surplus process
evolves as an upward jump diffusion with random return on investment. Three types of …

In this paper, we investigate the dividend problem where the surplus process is inscribed by
a perturbed dual risk model with a random time horizon, where a periodic threshold-type …

We consider a discrete-time risk model with delayed claims and a dividend payment
strategy. It is assumed that every main claim will induce a by-claim which may be delayed for …

The study investigates the factors that influence dividend payout policy in public Pakistani
manufacturing companies throughout the timeframe 2010-20. Pooled OLS technique was …

We consider the compound Markov binomial risk model. The company controls the amount
of dividends paid to the shareholders as well as the capital injections in order to maximize …

In this paper, we consider the problem of maximizing the expected discounted utility of
dividend payments for an insurance company taking into account the time value of ruin. We …

This work investigates an optimal financing and dividend problem for an insurer whose
surplus process is modulated by an observable continuous-time and finite-state Markov …