Geodesic
Optimization of a dividend strategy of an insurance company continuing its work after the ruin
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2012), pp. 55-57 
N. V. Karapetyan. Optimization of a dividend strategy of an insurance company continuing its work after the ruin. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2012), pp. 55-57. http://geodesic.mathdoc.fr/item/VMUMM_2012_2_a12/
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Voir la notice de l'article provenant de la source Math-Net.Ru

A model of the work of an insurance company is considered. It is supposed that the company applies a dividend barrier strategy and shareholders cover the deficit at the time of ruin so that the company can continue its functioning after the ruin. The existence of the strategies maximizing either the dividends amount or the profit of shareholders is proved both for discrete and continuous time.

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