Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085): Difference between revisions

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-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
-Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6551183
@@ Property / zbMATH DE Number: 6551183 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+economics
@@ Property / zbMATH Keywords: economics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal dividend
@@ Property / zbMATH Keywords: optimal dividend / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HJB equation
@@ Property / zbMATH Keywords: HJB equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+proportional reinsurance
@@ Property / zbMATH Keywords: proportional reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interest
@@ Property / zbMATH Keywords: interest / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00245-015-9295-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1996766688
@@ Property / OpenAlex ID: W1996766688 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies for a risk process under force of interest
+Normal rank
@@ Property / cites work @@
+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
+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
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+Optimal investment policy and dividend payment strategy in an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
+Normal rank
@@ Property / cites work @@
+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
+Normal rank
@@ Property / cites work @@
+Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the Brownian motion risk model with interest
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+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
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+Empirical bounds for ruin probabilities
@@ Property / cites work: Empirical bounds for ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
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+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
@@ Property / cites work @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimization of the flow of dividends
@@ Property / cites work: Optimization of the flow of dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:253085