Pages that link to "Item:Q1381478"
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The following pages link to Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478):
Displayed 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs (Q692676) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- An uncertain alternating renewal insurance risk model (Q782263) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- The perturbed Sparre Andersen model with a threshold dividend strategy (Q939541) (← links)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process (Q2276269) (← links)
- Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest (Q2306662) (← links)
- A modified insurance risk process with uncertainty (Q2347075) (← links)
- A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy (Q2398740) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
- The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
- Optimal dividend strategies in discrete risk model with capital injections (Q2862434) (← links)
- Absolute ruin problems for the risk processes with interest and a constant dividend barrier (Q2887503) (← links)
- A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin (Q3017397) (← links)
- Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017) (← links)