Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480): Difference between revisions

@@ Property / cites work @@
+Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
+Normal rank
@@ Property / cites work @@
+Q2801427
@@ Property / cites work: Q2801427 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Optimal Stochastic Impulse Control of Linear Diffusions
+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 @@
+Strategies for Dividend Distribution: A Review
@@ Property / cites work: Strategies for Dividend Distribution: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends in the Dual Model with Diffusion
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Q5532900
@@ Property / cites work: Q5532900 / rank @@
+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 @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Games of Economic Survival with Discrete- and Continuous-Income Processes
+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 @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
+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 @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
+Normal rank
@@ Property / cites work @@
+Q2801407
@@ Property / cites work: Q2801407 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4844840
@@ Property / cites work: Q4844840 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend and investing control of an insurance company with higher solvency constraints
+Normal rank
@@ Property / cites work @@
+Optimal control of a big financial company with debt liability under bankrupt probability constraints
+Normal rank
@@ Property / cites work @@
+On the Hamilton-Jacobi-Bellman equations
@@ Property / cites work: On the Hamilton-Jacobi-Bellman equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+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 @@
+Optimal risk control and dividend policies under excess of loss reinsurance
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of functions of the excess of loss retention limit with applications
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend, Reinvestment, and Liquidation Policies for the Firm
+Normal rank
@@ Property / cites work @@
+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
+Normal rank
@@ Property / cites work @@
+Q2801360
@@ Property / cites work: Q2801360 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
+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 distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
+Normal rank