The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

@@ Property / author @@
-Wei Liu
@@ Property / author: Wei Liu / rank @@
-Normal rank
@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Wei Liu
@@ Property / author: Wei Liu / rank @@
+Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6378549
@@ Property / zbMATH DE Number: 6378549 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dividend payment
@@ Property / zbMATH Keywords: dividend payment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+proportional reinsurance
@@ Property / zbMATH Keywords: proportional reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+internal competition
@@ Property / zbMATH Keywords: internal competition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman (HJB) equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-Bellman (HJB) equation / 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/10.1007/s10255-014-0422-8
+Normal rank
@@ Property / OpenAlex ID @@
+W936593048
@@ Property / OpenAlex ID: W936593048 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+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 @@
+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 @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Dividend maximization under consideration of the time value of ruin
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:477513