Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2008.10.001
@@ Property / DOI: 10.1016/j.insmatheco.2008.10.001 / rank @@
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+https://doi.org/10.1016/j.insmatheco.2008.10.001
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+W2036562422
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@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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@@ Property / cites work @@
+Q5532900
@@ Property / cites work: Q5532900 / rank @@
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@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+Financial Modelling with Jump Processes
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+Games of Economic Survival with Discrete- and Continuous-Income Processes
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+Instantaneous Control of Brownian Motion
@@ Property / cites work: Instantaneous Control of Brownian Motion / rank @@
+Normal rank
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+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
+Normal rank
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+Optimal proportional reinsurance policies for diffusion models
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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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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+Premium control in an insurance system, an approach using linear control theory
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+Optimal Financing of a Corporation Subject To Random Returns
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+Optimal risk and dividend distribution control models for an insurance company
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2008.10.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2008.10.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1003821