Dividend maximization under consideration of the time value of ruin (Q997096): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Approximation of Optimal Reinsurance and Dividend Payout Policies
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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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+Financial Modelling with Jump Processes
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+Q4032143
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+Ruin probabilities in the presence of regularly varying tails and optimal investment.
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+Q5588331
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+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+A class of approximations of ruin probabilities
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+Optimal investment for insurers
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+Optimal Dynamic XL Reinsurance
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Diffusion approximations in collective risk theory
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+Q4230625
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On minimizing the ruin probability by investment and reinsurance
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+Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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+Optimisation in Non-Life Insurance
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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+Optimal risk and dividend distribution control models for an insurance company
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