Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle (Q1717018): Difference between revisions

@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
+Normal rank
@@ Property / cites work @@
+Optimal risk and liquidity management with costly refinancing opportunities
+Normal rank
@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a nonlinear regular-singular stochastic control
+Normal rank
@@ Property / cites work @@
+Optimal dividend and reinsurance in the presence of two reinsurers
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Dividends and reinsurance under a penalty for ruin
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
+Normal rank
@@ Property / cites work @@
+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal impulse control with variance premium principle
+Normal rank
@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Dependence of the optimal risk control decisions on the terminal value for a financial corporation
+Normal rank
@@ Property / cites work @@
+Optimal risk control and dividend distribution policies for a diffusion model with terminal value
+Normal rank