Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.insmatheco.2015.09.010 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W596654820 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1410.3793 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal consumption problem in finite time with a constraint on the ruin probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend payouts for diffusions with solvency constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: On minimizing the ruin probability by investment and reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dividend maximization under consideration of the time value of ruin / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2015.09.010 / rank
 
Normal rank

Latest revision as of 07:36, 10 December 2024

scientific article
Language Label Description Also known as
English
Optimal dividend payments under a time of ruin constraint: exponential claims
scientific article

    Statements

    Optimal dividend payments under a time of ruin constraint: exponential claims (English)
    0 references
    0 references
    0 references
    14 December 2015
    0 references
    dividend payments
    0 references
    optimal control
    0 references
    expected time of ruin constraint
    0 references
    barrier strategy
    0 references
    dual problem
    0 references

    Identifiers