Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314): Difference between revisions

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+Risk theory with a nonlinear dividend barrier
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+Simulation methods in ruin models with nonlinear dividend barriers.
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+On the probability of ruin in the presence of a linear dividend barrier
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Ruin theory with compounding assets -- a survey
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+A process with stochastic claim frequency and a linear dividend barrier
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+Ruin theory with risk proportional to the free reserve and securitization
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+Optimal risk and dividend distribution control models for an insurance company
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+Optimal risk and dividend control for a company with a debt liability
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+On optimal dividend payments and related problems
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