Controlled diffusion models for optimal dividend pay-out (Q1381153): Difference between revisions

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-Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
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-Michael I. Taksar
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@@ Property / author: Soren Asmussen / rank @@
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@@ Property / author @@
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+Approximations for the probability of ruin within finite time
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+Games of Economic Survival with Discrete- and Continuous-Income Processes
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+A class of approximations of ruin probabilities
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+A remark on ‘A class of approximations of ruin probabilities’
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+Ruin problems with compounding assets
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+Q3808989
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+Instantaneous Control of Brownian Motion
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+Diffusion approximations in collective risk theory
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Lectures on the use of control theory in insurance
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