The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

@@ Property / author @@
-Wei Liu
@@ Property / author: Wei Liu / rank @@
-Normal rank
@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-014-0422-8
+Normal rank
@@ Property / OpenAlex ID @@
+W936593048
@@ Property / OpenAlex ID: W936593048 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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+Some risk management problems for firms with internal competition and debt
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+A constrained non-linear regular-singular stochastic control problem, with applications.
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal risk and dividend distribution control models for an insurance company
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@@ Property / cites work @@
+Dividend maximization under consideration of the time value of ruin
+Normal rank