Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074): Difference between revisions

@@ Property / cites work @@
+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
+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 dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
+Normal rank
@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
+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 @@
+Ruin probability for renewal risk model with negative risk sums
+Normal rank
@@ Property / cites work @@
+Optimal control of capital injections by reinsurance in a diffusion approximation
+Normal rank
@@ Property / cites work @@
+Minimising expected discounted capital injections by reinsurance in a classical risk model
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
+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 @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+On a dual model with a dividend threshold
@@ Property / cites work: On a dual model with a dividend threshold / rank @@
+Normal rank
@@ Property / cites work @@
+An impulse control of a geometric Brownian motion with quadratic costs
+Normal rank
@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
+Normal rank
@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend strategies in a dual model with proportional costs
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities of a Dual Markov-Modulated Risk Model
+Normal rank