Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2014.901374
+Normal rank
@@ Property / OpenAlex ID @@
+W2559213601
@@ Property / OpenAlex ID: W2559213601 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
+Normal rank
@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
+Normal rank
@@ Property / cites work @@
+Optimal dividend problem with a nonlinear regular-singular stochastic control
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Dividends and reinsurance under a penalty for ruin
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked pure endowments via the principle of equivalent utility.
+Normal rank
@@ Property / cites work @@
+An example of indifference prices under exponential preferences
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
+Normal rank
@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
+Normal rank