Optimal dividends and ALM under unhedgeable risk (Q2015618): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+Games of Economic Survival with Discrete- and Continuous-Income Processes
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+Optimal expected exponential utility of dividend payments in a Brownian risk model
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Optimal risk and dividend distribution control models for an insurance company
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+Dividend maximization under consideration of the time value of ruin
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