Risk-sensitive dividend problems (Q726241): Difference between revisions

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-Anna Jaśkiewicz
@@ Property / author: Anna Jaśkiewicz / rank @@
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+Anna Jaśkiewicz
@@ Property / author: Anna Jaśkiewicz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1997111364
@@ Property / OpenAlex ID: W1997111364 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4442
@@ Property / arXiv ID: 1306.4442 / rank @@
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@@ Property / cites work @@
+Optimal dividend-payout in random discrete time
@@ Property / cites work: Optimal dividend-payout in random discrete time / rank @@
+Normal rank
@@ Property / cites work @@
+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
+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 @@
+Markov decision processes with applications to finance.
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@@ Property / cites work @@
+More Risk-Sensitive Markov Decision Processes
@@ Property / cites work: More Risk-Sensitive Markov Decision Processes / rank @@
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+Portfolio selection in stochastic markets with HARA utility functions
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+Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
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+Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
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+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
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+Optimal expected exponential utility of dividend payments in a Brownian risk model
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+Markov decision processes with a new optimality criterion: Discrete time
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+A Utility Criterion for Markov Decision Processes
@@ Property / cites work: A Utility Criterion for Markov Decision Processes / rank @@
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+On the General Utility of Discounted Markov Decision Processes
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+One‐person games of economic survival
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+Q5509984
@@ Property / cites work: Q5509984 / rank @@
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+Approximate Dynamic Programming
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+Q5434181
@@ Property / cites work: Q5434181 / rank @@
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank