Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190): Difference between revisions

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+Lévy Processes and Stochastic Calculus
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+Normal rank
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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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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+Financial Modelling with Jump Processes
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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+Optimal investment for insurers
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+Optimal proportional reinsurance policies for diffusion models with transaction costs
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+Optimization of the flow of dividends
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+Stochastic control problems where small intervention costs have big effects
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+Optimal dividend payouts for diffusions with solvency constraints
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+Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
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+Q5434181
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