Optimal investment-dividend policy of an insurance firm under regulation

Keyphrases

• Optimal Investment 100%
• Insurance Companies 100%
• Dividend Policy 100%
• Game Theory 33%
• Classical Model 33%
• Decision Model 33%
• Diffusion Approximation 33%
• Claim Process 33%
• Dividend Strategy 33%
• Policyholders 33%
• Claim Size 33%
• Collective Risk Model 33%
• Premium Payment 33%
• Compound Poisson Process 33%
• Insurance Choice 33%
• Cash Holdings 33%
• Investment Policy 33%
• Penality 33%
• Agency Problem 33%

Economics, Econometrics and Finance

• Levy Process 100%
• Payout Policy 100%
• Investment Policy 100%

Mathematics

• Insurance Firm 100%
• Classical Model 33%
• Decision Model 33%
• Diffusion Approximation 33%
• Compound Poisson Process 33%
• Risk Theory 33%
• Claim Size 33%