On optimal control of capital injections by reinsurance and investments (Q621769): Difference between revisions

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+Dividend maximization under consideration of the time value of ruin
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+On optimal control of capital injections by reinsurance and investments
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+Optimal control of capital injections by reinsurance in a diffusion approximation
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+Minimising expected discounted capital injections by reinsurance in a classical risk model
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+Optimal investment for insurers
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+Q5434181
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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