Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Q4032143
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+Some risk management problems for firms with internal competition and debt
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+A constrained non-linear regular-singular stochastic control problem, with applications.
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+Q3808989
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Stochastic differential equations with reflecting boundary conditions
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+Optimal dividend payouts for diffusions with solvency constraints
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal risk and dividend distribution control models for an insurance company
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