optimal New Business and Dividends Strategy For Insurance Companies

• 作 者: YangHu;GaoMing;
• 机 构: College of Math&phys, Chongqing University
• 出 处: 2009 International Conference on Financial Statistics and Fi
• 发表日期: 2009年期

　　Optimal dividends is the most important issue in actuarial theory research.In this paper we consider the optimal dividends in the presence of new business,and derive the optimal proportion of new business and optimal dividend rate that maximizes the present value of expectation of dividends.