The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512): Difference between revisions

@@ Property / author @@
-Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
-Normal rank
@@ Property / author @@
+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.04.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2073339477
@@ Property / OpenAlex ID: W2073339477 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+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 @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
+Normal rank
@@ Property / cites work @@
+Dependence of the optimal risk control decisions on the terminal value for a financial corporation
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:995512