Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104): Difference between revisions

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+https://doi.org/10.1080/07362994.2010.515488
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+W2043814330
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal Control with State-Space Constraint I
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+Optimal Control with State-Space Constraint. II
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Publication:3068104