Minimal cost of a Brownian risk without ruin (Q2447424): Difference between revisions

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+Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
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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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+Some Optimal Dividends Problems
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+Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
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+Aspects of risk theory
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+Optimal control of a Brownian storage system
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+Diffusion approximations in collective risk theory
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+Optimal dynamic reinsurance policies for large insurance portfolios
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+Optimal non-proportional reinsurance control and stochastic differential games
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+Q3698635
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