The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
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+Q4032143
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+Some risk management problems for firms with internal competition and debt
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+A constrained non-linear regular-singular stochastic control problem, with applications.
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Stochastic differential equations with reflecting boundary conditions
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+Optimal risk and dividend control for a company with a debt liability
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+Optimal risk and dividend distribution control models for an insurance company
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+Dividend maximization under consideration of the time value of ruin
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