Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510): Difference between revisions

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+Optimal dividend strategies for a risk process under force of interest
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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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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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+On the optimal dividend problem for a spectrally negative Lévy process
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+On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
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+OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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+Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
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+Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
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+Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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+Optimal dividend problem with a nonlinear regular-singular stochastic control
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+Optimal dividend and reinsurance in the presence of two reinsurers
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+Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs
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+Excess-of-loss reinsurance under taxes and fixed costs
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
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+Optimal Dividends
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
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+Optimal financing and dividend control of the insurance company with proportional reinsurance policy
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+Optimal dividend payments under a time of ruin constraint: exponential claims
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+Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Optimal dividend policies with transaction costs for a class of jump-diffusion processes
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+Optimization of the flow of dividends
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+Normal rank
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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+Optimal dividend and reinsurance problem for an insurance\\ company with dependent risks
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+A note on optimal expected utility of dividend payments with proportional reinsurance
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+Optimal dynamic reinsurance with dependent risks: variance premium principle
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+Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+De Finetti's optimal dividends problem with an affine penalty function at ruin
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+Optimal dividend and issuance of equity policies in the presence of proportional costs
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+Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance
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+Optimal risk control and dividend policies under excess of loss reinsurance
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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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+Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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+Optimal control with restrictions for a diffusion risk model under constant interest force
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+Optimal dividend and equity issuance problem with proportional and fixed transaction costs
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+On the bail-out optimal dividend problem
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+Optimisation in Non-Life Insurance
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+Optimal risk and dividend distribution control models for an insurance company
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+On optimal dividends with exponential and linear penalty payments
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+On a correlated aggregate claims model with thinning-dependence structure
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+Optimal loss-carry-forward taxation for the Lévy risk model
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+Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
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+General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
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+Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
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+Optimal reinsurance in a compound Poisson risk model with dependence
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+Optimal reinsurance and dividend strategies with capital injections in Cramér-Lundberg approximation model
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+Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle
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+OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE
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+Optimal proportional reinsurance with common shock dependence
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+Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion
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+Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
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+OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES
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