CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784): Difference between revisions

Latest revision as of 15:53, 24 June 2024

scientific article; zbMATH DE number 5031640

Language	Label	Description	Also known as
English	CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM	scientific article; zbMATH DE number 5031640

Statements

instance of

scholarly article

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title

CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (English)

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12 June 2006

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/j.1467-9965.2006.00267.x

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cites work

Controlled diffusion models for optimal dividend pay-out

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OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR

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Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves

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A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

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Optimal proportional reinsurance policies for diffusion models with transaction costs

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Optimal proportional reinsurance policies for diffusion models

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Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE

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Optimization of the flow of dividends

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Q4076577

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Q3923307

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Optimal choice of dividend barriers for a risk process with stochastic return on investments

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Risk vs. profit potential:

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Q4226355

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Optimal risk and dividend control for a company with a debt liability

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Identifiers

zbMATH Open document ID

1136.91473

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DOI

10.1111/j.1467-9965.2006.00267.x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5472784

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-Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.2006.00267.x
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models with transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
+Normal rank
@@ Property / cites work @@
+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Risk vs. profit potential:
@@ Property / cites work: Risk vs. profit potential: / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5472784