Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139): Difference between revisions

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+Q3331506
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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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+Q5683339
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+Consumption-investment problems with transaction costs: Survey and open problems
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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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+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+A simplified treatment of the theory of optimal regulation of Brownian motion
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+Super contact and related optimality conditions
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+Impulse Control of Brownian Motion
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+Optimal proportional reinsurance policies for diffusion models
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal risk control for a large corporation in the presence of returns on investments
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+Optimization of the flow of dividends
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+Optimal Impulse Control When Control Actions Have Random Consequences
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Optimal risk and dividend distribution control models for an insurance company
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+Oscillation for a class of neutral parabolic differential equations
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