Stochastic optimal control on dividend policies with bankruptcy (Q5238199): Difference between revisions

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+https://doi.org/10.1080/02331934.2019.1582049
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+W2923558646
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+Optimization of the flow of dividends
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+Risk vs. profit potential:
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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+Optimal proportional reinsurance policies for diffusion models
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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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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+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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+On a mean reverting dividend strategy with Brownian motion
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+Optimal dividend policies with transaction costs for a class of jump-diffusion processes
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+Optimal dividend strategies with time-inconsistent preferences
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+Optimal dividends under a stochastic interest rate
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+On optimal dividends with exponential and linear penalty payments
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+Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
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+Optimal Financing of a Corporation Subject To Random Returns
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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+Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
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+Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
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+Infinite-horizon investment consumption model with a nonterminal bankruptcy
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+Stochastic differential equations with reflecting boundary conditions
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