IEEE - Institute of Electrical and Electronics Engineers, Inc. - Reinsurance and dividend policies for companies with debts

Proceedings of the 36th IEEE Conference on Decision and Control

Author(s): Taksar, M.I. ; Xun Yu Zhou
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1997
Conference Location: San Diego, CA, USA
Conference Date: 12 December 1997
Volume: 3
ISBN (Paper): 0-7803-4187-2
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.1997.657834
Regular:

We consider a model of a financial corporation, which can choose a production/business policy among an available set of control policies with different expected profits and associated risks such... View More

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