Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239): Difference between revisions

Latest revision as of 20:56, 17 July 2024

scientific article; zbMATH DE number 7002133

Language	Label	Description	Also known as
English	Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy	scientific article; zbMATH DE number 7002133

Statements

instance of

scholarly article

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title

Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (English)

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published in

Quantitative Finance

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publication date

15 January 2019

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full work available at URL

https://semanticscholar.org/paper/984be6174cfed1fc3a13a90a4185fc9c4a2b0136

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zbMATH Keywords

corporate portfolio selection

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controllable risk

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dividend distribution policy

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MaRDI publication profile

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cites work

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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Q5532900

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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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Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

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Q5609896

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Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction

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A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

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0 references

0 references

0 references

0 references

Games of Economic Survival with Discrete- and Continuous-Income Processes

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Aspects of risk theory

0 references

Optimal proportional reinsurance policies for diffusion models

0 references

Optimal proportional reinsurance policies for diffusion models with transaction costs

0 references

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

0 references

Optimal risk control for a large corporation in the presence of returns on investments

0 references

Q3760262

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Q4085154

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Premium control in an insurance system, an approach using linear control theory

0 references

Lectures on the use of control theory in insurance

0 references

Q4794152

0 references

Optimal choice of dividend barriers for a risk process with stochastic return on investments

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Risk vs. profit potential:

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When does the share price equal the present value of future dividends? A modified dividend approach

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Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients

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Average Optimal Singular Control and a Related Stopping Problem

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Dependence of the optimal risk control decisions on the terminal value for a financial corporation

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Optimal dynamic reinsurance policies for large insurance portfolios

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Optimal risk and dividend control for a company with a debt liability

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Identifiers

zbMATH Open document ID

1405.91558

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DOI

10.1088/1469-7688/4/3/007

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4610239

@@ 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 @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Q5532900
@@ Property / cites work: Q5532900 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+Normal rank
@@ Property / cites work @@
+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
+Normal rank
@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance
@@ Property / cites work: Optimal reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Games of Economic Survival with Discrete- and Continuous-Income Processes
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance policies for diffusion models with transaction costs
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
@@ Property / cites work @@
+Q3760262
@@ Property / cites work: Q3760262 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4085154
@@ Property / cites work: Q4085154 / rank @@
+Normal rank
@@ Property / cites work @@
+Premium control in an insurance system, an approach using linear control theory
+Normal rank
@@ Property / cites work @@
+Lectures on the use of control theory in insurance
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Risk vs. profit potential:
@@ Property / cites work: Risk vs. profit potential: / rank @@
+Normal rank
@@ Property / cites work @@
+When does the share price equal the present value of future dividends? A modified dividend approach
+Normal rank
@@ Property / cites work @@
+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
+Normal rank
@@ Property / cites work @@
+Average Optimal Singular Control and a Related Stopping Problem
+Normal rank
@@ Property / cites work @@
+Dependence of the optimal risk control decisions on the terminal value for a financial corporation
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Optimal risk and dividend control for a company with a debt liability
+Normal rank