Reinsurance and dividend management
Includes bibliographical references. === In this dissertation we set to find the dual optimal policy of a dividend payout scheme for shareholders with a risk-averse utility function and the retention level of received premiums for an insurance company with the option of reinsurance. We set the probl...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/13223 |