PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Q3150773
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+Normal rank
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+On optimal control of capital injections by reinsurance and investments
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+Optimal control of capital injections by reinsurance in a diffusion approximation
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+Controlled Markov processes and viscosity solutions
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+Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
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+Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
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+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
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+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+Optimal dividend and investing control of an insurance company with higher solvency constraints
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+On reinsurance and investment for large insurance portfolios
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs
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+Q5434181
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+Normal rank
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+Optimal Financing of a Corporation Subject To Random Returns
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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 investment and reinsurance of an insurer with model uncertainty
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