Stochastic differential reinsurance games with capital injections (Q2273971): Difference between revisions

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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
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+A class of non-zero-sum stochastic differential investment and reinsurance games
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Optimal control of capital injections by reinsurance in a diffusion approximation
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+Optimal proportional reinsurance policies for diffusion models
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+Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
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+Optimal reinsurance with both proportional and fixed costs
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+Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
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+Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+A reinsurance game between two insurance companies with nonlinear risk processes
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+OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES
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+Q5821521
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Robust non-zero-sum investment and reinsurance game with default risk
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+Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
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+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
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+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
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+A stochastic differential reinsurance game
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+Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
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+Q127860373
@@ Property / Wikidata QID: Q127860373 / rank @@
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