Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973): Difference between revisions

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+Publication
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+.07499
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+Dividends: from refracting to ratcheting
@@ Property / cites work: Dividends: from refracting to ratcheting / rank @@
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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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+Strategies for Dividend Distribution: A Review
@@ Property / cites work: Strategies for Dividend Distribution: A Review / rank @@
+Normal rank
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+User’s guide to viscosity solutions of second order partial differential equations
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+A simplified treatment of the theory of optimal regulation of Brownian motion
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+Super contact and related optimality conditions
@@ Property / cites work: Super contact and related optimality conditions / rank @@
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+Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
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+Optimal lifetime consumption and investment under a drawdown constraint
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+Optimal Dividends
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+On optimal dividends: from reflection to refraction
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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+Publication:4971973