Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823): Difference between revisions

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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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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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+User’s guide to viscosity solutions of second order partial differential equations
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+Optimal dividend policy and growth option
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+Ruin Theory in a Hidden Markov-Modulated Risk Model
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+Controlled Markov processes and viscosity solutions
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+Optimal expected exponential utility of dividend payments in a Brownian risk model
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+Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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+Optimization of the flow of dividends
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+Optimal dividend distribution under Markov regime switching
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+On the pricing of American options
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+Continuous-time stochastic control and optimization with financial applications
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+Risk vs. profit potential:
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+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Q4135799
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+Publication:4981823