Optimal debt ratio and dividend payment strategies with reinsurance (Q495502): Difference between revisions

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-G. George Yin
@@ Property / author: G. George Yin / rank @@
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+G. George Yin
@@ Property / author: G. George Yin / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.07.005
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@@ Property / OpenAlex ID @@
+W1010567200
@@ Property / OpenAlex ID: W1010567200 / rank @@
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@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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@@ Property / cites work @@
+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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@@ Property / cites work @@
+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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@@ Property / cites work @@
+Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
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@@ Property / cites work @@
+An Application of Stochastic Control Theory to Financial Economics
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+Optimal Dividends
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
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+Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
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+Optimal dividends with debts and nonlinear insurance risk processes
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+Stochastic differential equations. An introduction with applications.
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+STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
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+Stochastic Optimal Control and the U.S. Financial Debt Crisis
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+Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
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@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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@@ links / mardi / name / links / mardi / name @@
+Publication:495502