Optimal proportional reinsurance model with transaction costs (Q949364): Difference between revisions

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+Optimal impulse and regular control strategies for proportional reinsurance problem
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Using a geometric Brownian motion to control a Brownian motion and vice versa
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+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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+On Bellman equations in quadratic ergodic control with controller constraints
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+Optimal Central Bank intervention in the foreign exchange market
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+Q4032143
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+Q4330100
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