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

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+Optimal dividend strategies for a risk process under force of interest
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Controlled diffusion models for optimal dividend pay-out
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+On the optimal dividend problem for a spectrally negative Lévy process
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+Optimal investment policy and dividend payment strategy in an insurance company
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+Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
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+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
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+Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
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+Optimal dividends in the Brownian motion risk model with interest
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+Controlled Markov processes and viscosity solutions
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Empirical bounds for ruin probabilities
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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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+Optimization of the flow of dividends
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+Normal rank
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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+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
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