Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2093500953 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategies for Dividend Distribution: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588331 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimal Dividend Strategies In The Compound Poisson Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refracted Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3977319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4135799 / rank
 
Normal rank

Latest revision as of 15:11, 7 July 2024

scientific article
Language Label Description Also known as
English
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
scientific article

    Statements

    Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (English)
    0 references
    0 references
    0 references
    10 April 2014
    0 references
    0 references
    Cramér-Lundberg process
    0 references
    insurance
    0 references
    bounded dividend rates
    0 references
    optimal investment policy
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    viscosity solution
    0 references
    risk control
    0 references
    threshold strategy
    0 references
    band strategy
    0 references
    0 references