Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244): Difference between revisions

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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Controlled diffusion models for optimal dividend pay-out
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+Optimal risk and dividend distribution control models for an insurance company
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+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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+Optimal dividend strategies for a risk process under force of interest
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Optimal dividend distribution under Markov regime switching
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+On differentiability of ruin functions under Markov-modulated models
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+Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
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+Asymptotically optimal dividend policy for regime-switching compound Poisson models
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+On the time value of absolute ruin with debit interest
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
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+Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
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