Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.09.010
@@ Property / DOI: 10.1016/j.insmatheco.2015.09.010 / rank @@
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@@ Property / OpenAlex ID: W596654820 / rank @@
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@@ Property / arXiv ID @@
+.3793
@@ Property / arXiv ID: 1410.3793 / rank @@
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+Q3560912
@@ Property / cites work: Q3560912 / rank @@
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@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
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@@ Property / cites work @@
+An optimal consumption problem in finite time with a constraint on the ruin probability
+Normal rank
@@ Property / cites work @@
+Optimal dividend payouts for diffusions with solvency constraints
+Normal rank
@@ Property / cites work @@
+On minimizing the ruin probability by investment and reinsurance
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@@ Property / cites work @@
+Q5434181
@@ Property / cites work: Q5434181 / rank @@
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@@ Property / cites work @@
+Dividend maximization under consideration of the time value of ruin
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.09.010
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.09.010 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:896757