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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10255-014-0422-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W936593048 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusion models for optimal dividend pay-out / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some risk management problems for firms with internal competition and debt / rank
 
Normal rank
Property / cites work
 
Property / cites work: A constrained non-linear regular-singular stochastic control problem, with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk and dividend control for a company with a debt liability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk and dividend distribution control models for an insurance company / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dividend maximization under consideration of the time value of ruin / rank
 
Normal rank

Latest revision as of 10:00, 9 July 2024

scientific article
Language Label Description Also known as
English
The optimal policy for insurance company under consideration of internal competition and the time value of ruin
scientific article

    Statements

    The optimal policy for insurance company under consideration of internal competition and the time value of ruin (English)
    0 references
    0 references
    0 references
    9 December 2014
    0 references
    dividend payment
    0 references
    proportional reinsurance
    0 references
    internal competition
    0 references
    Hamilton-Jacobi-Bellman (HJB) equation
    0 references

    Identifiers