Journal article

Optimal debt ratio and dividend payment strategies with reinsurance

Zhuo Jin, Hailiang Yang, G Yin

INSURANCE MATHEMATICS & ECONOMICS | ELSEVIER SCIENCE BV | Published : 2015

University of Melbourne Researchers

Grants

Awarded by Research Grants Council of the Hong Kong Special Administrative Region


Awarded by National Science Foundation


Funding Acknowledgements

We are grateful to the anonymous referee for his/her valuable comments and suggestions. This research was supported in part by Faculty Research Grant by The University of Melbourne. The research of H. Yang was supported in part by Research Grants Council of the Hong Kong Special Administrative Region (project No. HKU 705313P) and Society of Actuaries' Centers of Actuarial Excellence Research Grant. The research of G. Yin was supported in part by the National Science Foundation under DMS-1207667.