The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2006.04.009
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+W2073339477
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+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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+Q4086303
@@ Property / cites work: Q4086303 / rank @@
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@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Q3923307
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+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
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+Dependence of the optimal risk control decisions on the terminal value for a financial corporation
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@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
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