Optimal dividends with debts and nonlinear insurance risk processes (Q2445995): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2030012745
@@ Property / OpenAlex ID: W2030012745 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Optimal Stochastic Impulse Control of Linear Diffusions
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+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 @@
+Excess-of-loss reinsurance under taxes and fixed costs
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
+Normal rank
@@ Property / cites work @@
+Some risk management problems for firms with internal competition and debt
+Normal rank
@@ Property / cites work @@
+A constrained non-linear regular-singular stochastic control problem, with applications.
+Normal rank
@@ Property / cites work @@
+Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
+Normal rank
@@ Property / cites work @@
+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
+Normal rank
@@ Property / cites work @@
+Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
+Normal rank
@@ Property / cites work @@
+Impulse control of proportional reinsurance with constraints
+Normal rank
@@ Property / cites work @@
+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
+Normal rank
@@ Property / cites work @@
+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
+Normal rank
@@ Property / cites work @@
+Q3996430
@@ Property / cites work: Q3996430 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Proportional Reinsurance Policies in a Dynamic Setting
+Normal rank
@@ Property / cites work @@
+On minimizing the ruin probability by investment and reinsurance
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2445995