Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412): Difference between revisions

@@ Property / author @@
-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
-Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.08.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2039281159
@@ Property / OpenAlex ID: W2039281159 / rank @@
+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 @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Q2890528
@@ Property / cites work: Q2890528 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
+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 for a company with debt liability and constraints on risk reduction
+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 @@
+Optimal dividend strategies in a dual model with capital injections
+Normal rank
@@ Property / cites work @@
+On optimal control of capital injections by reinsurance and investments
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Empirical bounds for ruin probabilities
@@ Property / cites work: Empirical bounds for ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of a Brownian storage system
@@ Property / cites work: Optimal control of a Brownian storage system / 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 @@
+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
+Normal rank
@@ Property / cites work @@
+Dependence of the optimal risk control decisions on the terminal value for a financial corporation
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2447412