Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607): Difference between revisions

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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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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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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Some applications of impulse control in mathematical finance
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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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+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
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+Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Optimal dividend distribution under Markov regime switching
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