Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607): Difference between revisions

@@ 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/s11766-016-3281-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2359750547
@@ Property / OpenAlex ID: W2359750547 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
+Normal rank
@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Some risk management problems for firms with internal competition and debt
+Normal rank
@@ Property / cites work @@
+A constrained non-linear regular-singular stochastic control problem, with applications.
+Normal rank
@@ Property / cites work @@
+Q3808989
@@ Property / cites work: Q3808989 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Optimal dividend payouts for diffusions with solvency constraints
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank