Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs (Q1716949): Difference between revisions

@@ Property / cites work @@
+Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
+Normal rank
@@ Property / cites work @@
+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
+Normal rank
@@ Property / cites work @@
+Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal non-proportional reinsurance control
@@ Property / cites work: Optimal non-proportional reinsurance control / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
+Normal rank
@@ Property / cites work @@
+Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
+Normal rank
@@ Property / cites work @@
+Optimal dividend and issuance of equity policies in the presence of proportional costs
+Normal rank
@@ Property / cites work @@
+Optimal Risk Control for The Excess of Loss Reinsurance Policies
+Normal rank
@@ Property / cites work @@
+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal Financing of a Corporation Subject To Random Returns
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend distribution control models for an insurance company
+Normal rank
@@ Property / cites work @@
+Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
+Normal rank