Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607): Difference between revisions

@@ 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/10.1007/s10957-010-9726-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2070004332
@@ Property / OpenAlex ID: W2070004332 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+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 @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Portfolio optimisation with strictly positive transaction costs and impulse control
+Normal rank
@@ Property / cites work @@
+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
+Normal rank
@@ Property / cites work @@
+Some applications of impulse control in mathematical finance
+Normal rank
@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
+Normal rank
@@ Property / cites work @@
+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
+Normal rank
@@ Property / cites work @@
+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
+Normal rank
@@ Property / cites work @@
+Optimal dividend distribution under Markov regime switching
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint I
@@ Property / cites work: Optimal Control with State-Space Constraint I / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint. II
@@ Property / cites work: Optimal Control with State-Space Constraint. II / rank @@
+Normal rank
@@ Property / cites work @@
+Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
+Normal rank
@@ Property / cites work @@
+Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Finite dimensional optimal filters for a class of ltô- processes with jumping parameters
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies for a risk process under force of interest
+Normal rank