Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948): Difference between revisions

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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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+Controlled diffusion models for optimal dividend pay-out
+Normal rank
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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@@ Property / cites work @@
+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Interplay between dividend rate and business constraints for a financial corporation
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+A diffusion approximation for the ruin function of a risk process with compounding assets
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+A class of approximations of ruin probabilities
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+A remark on ‘A class of approximations of ruin probabilities’
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+A constrained non-linear regular-singular stochastic control problem, with applications.
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+Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
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+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Diffusion approximations in collective risk theory
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+A comparison theorem for solutions of stochastic differential equations and its applications
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+Optimal dividend and investing control of an insurance company with higher solvency constraints
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+Stochastic differential equations with reflecting boundary conditions
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+Optimal dividend payouts for diffusions with solvency constraints
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+Diffusion approximations for a risk process with the possibility of borrowing and investment
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+Optimal risk and dividend distribution control models for an insurance company
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@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
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@@ links / mardi / name / links / mardi / name @@
+Publication:1946948