Minimizing expected time to reach a given capital level before ruin (Q2411162): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.3934/jimo.2017018
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+W2559932872
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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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+Controlled diffusion models for optimal dividend pay-out
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
+Normal rank
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Optimal reinsurance and investment strategy with two piece utility function
+Normal rank
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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@@ Property / cites work @@
+Dividends and reinsurance under a penalty for ruin
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@@ Property / cites work @@
+Optimal dynamic reinsurance with dependent risks: variance premium principle
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+Optimal reinsurance: minimize the expected time to reach a goal
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+Optimal dividend payouts for diffusions with solvency constraints
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+Optimal investment for an insurer with exponential utility preference
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
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@@ Property / cites work @@
+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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+Publication:2411162