Minimizing expected time to reach a given capital level before ruin (Q2411162): 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 @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
+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 @@
+Optimal reinsurance and investment strategy with two piece utility function
+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 @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+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 @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
+Normal rank
@@ Property / cites work @@
+Optimal control of risk exposure, reinsurance and investments for insurance portfolios
+Normal rank
@@ Property / cites work @@
+Dividends and reinsurance under a penalty for ruin
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance with dependent risks: variance premium principle
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance: minimize the expected time to reach a goal
+Normal rank
@@ Property / cites work @@
+Optimal dividend payouts for diffusions with solvency constraints
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
+Normal rank
@@ Property / cites work @@
+Optimal Proportional Reinsurance Policies in a Dynamic Setting
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Optimal investment for an insurer with exponential utility preference
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurer with jump-diffusion risk process
+Normal rank
@@ Property / cites work @@
+Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
+Normal rank