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姚定俊教授学术报告预告

看黄无限数破解全免费:发布时间:2017-11-15文章来源: 浏览次数:

报告题目:

Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value at the time of bankruptcy

报告人:姚定俊

主办单位:看黄无限数破解全免费

间:20171117日下午15:00-16:00

点:科技楼二楼北会议室

Abstract:In this paper, we assume that an insurance company can control dividend, capital injection and excess-of-loss reinsurance strategies dynamically. Transaction costs are incurred by these business activities: Reinsurance is “non-cheap”, dividend is taxed, reinvestment generates proportional and fixed costs. An arbitrary terminal value of the bankruptcy is considered. Under the objective of maximizing the company’s value, we present the optimal strategies and analyze the effects of transaction costs and terminal value. The results show that capital injection maybe profitable if transaction costs and terminal value are relatively low, dividends should be paid under the barrier strategy, less reinsurance is bought when the surplus increases.

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