Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949): Difference between revisions

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-.3934/jimo.2017051
@@ Property / DOI: 10.3934/jimo.2017051 / rank @@
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+Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
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+Ding Jun Yao
@@ Property / author: Ding Jun Yao / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2017051
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@@ Property / OpenAlex ID @@
+W2696462898
@@ Property / OpenAlex ID: W2696462898 / rank @@
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@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
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@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
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+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
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+Optimal non-proportional reinsurance control
@@ Property / cites work: Optimal non-proportional reinsurance control / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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@@ Property / cites work @@
+Optimal Risk Control for The Excess of Loss Reinsurance Policies
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@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
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@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
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@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
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@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
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@@ Property / DOI @@
+.3934/JIMO.2017051
@@ Property / DOI: 10.3934/JIMO.2017051 / rank @@
+Normal rank