Pages that link to "Item:Q4442970"
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The following pages link to A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970):
Displayed 50 items.
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Impulse control of proportional reinsurance with constraints (Q638026) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Optimal size of business and dividend strategy in a nonlinear model with refinancing and liquidation value (Q728213) (← links)
- A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Interplay between dividend rate and business constraints for a financial corporation (Q1769413) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Optimal dividend policy and growth option (Q2463700) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← 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)
- Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes (Q3077749) (← links)